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Discussion Of Methodological Issues Related To The Estimation Of Financial Distress Prediction Models

Author

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  • DIETRICH, JR

Abstract

No abstract is available for this item.

Suggested Citation

  • Dietrich, Jr, 1984. "Discussion Of Methodological Issues Related To The Estimation Of Financial Distress Prediction Models," Journal of Accounting Research, Wiley Blackwell, vol. 22, pages 83-86.
    • Handle: RePEc:bla:joares:v:22:y:1984:i::p:83-86
    DOI: http://hdl.handle.net/10.2307/2490860
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    Citations

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    Cited by:

    1. Li-Gang Liu & Changchun Hua, 2010. "Risk-return Efficiency, Financial Distress Risk, and Bank Financial Strength Ratings," Working Papers id:2944, eSocialSciences.
    2. Ligang Zhou & Kin Keung Lai, 2017. "AdaBoost Models for Corporate Bankruptcy Prediction with Missing Data," Computational Economics, Springer;Society for Computational Economics, vol. 50(1), pages 69-94, June.
    3. Chrysovalantis Gaganis & Fotios Pasiouras & Charalambos Spathis & Constantin Zopounidis, 2007. "A comparison of nearest neighbours, discriminant and logit models for auditing decisions," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 15(1‐2), pages 23-40, January.
    4. Eduardo Acosta-González & Fernando Fernández-Rodríguez, 2014. "Forecasting Financial Failure of Firms via Genetic Algorithms," Computational Economics, Springer;Society for Computational Economics, vol. 43(2), pages 133-157, February.
    5. García-Gallego, Ana & Mures-Quintana, María-Jesús, 2013. "La muestra de empresas en los modelos de predicción del fracaso: influencia en los resultados de clasificación || The Sample of Firms in Business Failure Prediction Models: Influence on Classification," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 15(1), pages 133-150, June.
    6. Changchun Hua & Li-Gang Liu, 2010. "Risk-return Efficiency, Financial Distress Risk, and Bank Financial Strength Ratings," Finance Working Papers 22756, East Asian Bureau of Economic Research.
    7. Fernando Zambrano Farias & María del Carmen Valls Martínez & Pedro Antonio Martín-Cervantes, 2021. "Explanatory Factors of Business Failure: Literature Review and Global Trends," Sustainability, MDPI, vol. 13(18), pages 1-26, September.
    8. Cakir, Murat, 2005. "Firma Başarısızlığının Dinamiklerinin Belirlenmesinde Makina Öğrenmesi Teknikleri: Ampirik Uygulamalar ve Karşılaştırmalı Analiz [Machine Learning Techniques in Determining the Dynamics of Corporat," MPRA Paper 55975, University Library of Munich, Germany.

    More about this item

    Keywords

    Financial distress; Research Methodology; Sample selection bias; Choice-based sample bias;
    All these keywords.

    JEL classification:

    • M41 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting - - - Accounting
    • M40 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting - - - General
    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
    • G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation

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