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Empirical Comparison of Hazard Models in Predicting Bankruptcy
Jairaj Gupta, Andros Gregoriou, Tahera Ebrahimi
University of Brighton
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Keyphrases
Bankruptcy
100%
Hazard Model
100%
Continuous-time
75%
SMEs
50%
Interval Censoring
50%
Discrete-time Hazard Model
50%
Cox Proportional Hazards Model
50%
Financial Well-being
50%
Binary Prediction
50%
Bankruptcy Law
50%
Failure Definition
50%
United States
25%
Clogging
25%
Discrete-time
25%
Financial Distress
25%
Logit
25%
Classification Measures
25%
Goodness-of-fit Measure
25%
Log Link
25%
Mathematics
Discrete Time
100%
Continuous Time
100%
Censored Data
66%
Cox Proportional Hazards Model
66%
Goodness of Fit Test
33%
Economics, Econometrics and Finance
Duration Analysis
100%
Bankruptcy
100%
Continuous Time
37%
SME
25%
Censored Data
25%