Tascón, María T.; Castaño, Francisco J. - In: Revista de métodos cuantitativos para la economía y … 24 (2017), pp. 54-88
This paper focuses on one of the most determinant processes in business failure assessment: Variable selection. After a … preselection of variables based on previous empirical literature, we perform a statistical variable selection on a sample of small … test or the other. Our results show that the nature of the sample determines not only the statistical variable selection …