Model uncertainty and aggregated default probabilities : new evidence from Austria
Paul Hofmarcher, Stefan Kerbl, Bettina Grün, Michael Sigmund and Kurt Hornik
| Year of publication: |
2014
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|---|---|
| Authors: | Hofmarcher, Paul ; Kerbl, Stefan ; Grün, Bettina ; Sigmund, Michael ; Hornik, Kurt |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 46.2014, 7/9, p. 871-879
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| Subject: | model uncertainty | Bayesian model averaging | firm failure | ridge regression | Bayes-Statistik | Bayesian inference | Österreich | Austria | Insolvenz | Insolvency | Risiko | Risk | Theorie | Theory | Modellierung | Scientific modelling | Regressionsanalyse | Regression analysis | Kreditrisiko | Credit risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010398865