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Business cycle and corporate failure in France: Is there a link?

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  • Eric Bataille
  • Catherine Bruneau
  • Frederic Michaud

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  • Eric Bataille & Catherine Bruneau & Frederic Michaud, 2007. "Business cycle and corporate failure in France: Is there a link?," Computational Economics, Springer;Society for Computational Economics, vol. 29(2), pages 173-197, March.
    • Handle: RePEc:kap:compec:v:29:y:2007:i:2:p:173-197
    DOI: 10.1007/s10614-006-9077-8
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    References listed on IDEAS

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    1. Jushan Bai & Serena Ng, 2002. "Determining the Number of Factors in Approximate Factor Models," Econometrica, Econometric Society, vol. 70(1), pages 191-221, January.
    2. Jushan Bai, 2003. "Inferential Theory for Factor Models of Large Dimensions," Econometrica, Econometric Society, vol. 71(1), pages 135-171, January.
    3. Choi, In, 2001. "Unit root tests for panel data," Journal of International Money and Finance, Elsevier, vol. 20(2), pages 249-272, April.
    4. Bai, Jushan & Ng, Serena, 2006. "Evaluating latent and observed factors in macroeconomics and finance," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 507-537.
    5. James H. Stock & Mark W. Watson, 1998. "Diffusion Indexes," NBER Working Papers 6702, National Bureau of Economic Research, Inc.
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