Predicting default of listed companies in mainland China via U-MIDAS Logit model with group lasso penalty
Year of publication: |
2021
|
---|---|
Authors: | Jiang, Cuixia ; Xiong, Wei ; Xu, Qifa ; Liu, Yezheng |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 38.2021, p. 1-9
|
Subject: | Default prediction | Group LASSO | Logit model | U-MIDAS Regressions | U-MIDAS-Logit-GL | Logit-Modell | China | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Insolvenz | Insolvency | Theorie | Theory |
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