PREDICTION OF BANKRUPTCY USING MIXED LOGIT MODEL

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MOHAMMADZADEH PARVIZ; JALILI MARAND ALIREZA

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Journal: JOURNAL OF ECONOMIC MODELING RESEARCH Year:2012 | Volume:2 | Issue:8 Page(s): 1-21

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Title

PREDICTION OF BANKRUPTCY USING MIXED LOGIT MODEL

Author(s)

MOHAMMADZADEH PARVIZ | JALILI MARAND ALIREZA | Issue Writer Certificate

Keywords

BANKRUPTCYQ2

MIXED LOGITQ2

RANDOM UTILITY FUNCTIONQ2

RANDOM COEFFICIENTSQ2

Abstract

There are a lot of techniques and methods for prediction of BANKRUPTCY; among them “Statistical methods” or econometrics techniques are more popular. As dependent variable in our study is qualitative; it is convenient to use qualitative discrete models. MIXED LOGIT model is one of the powerful and flexible techniques of discrete choices that allow the coefficients to be random with distribution function. Explanatory variables are financial ratios which derived from Zmijewski’s model. The sample data are from Tehran Stock Exchange’s Brokerage Companies during 2001-2008. We selected two random samples, one for estimation and another for prediction power test. Results show that the degree of successfulness of the model is over 90 percent.

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APA: Copy

MOHAMMADZADEH, PARVIZ, & JALILI MARAND, ALIREZA. (2012). PREDICTION OF BANKRUPTCY USING MIXED LOGIT MODEL. JOURNAL OF ECONOMIC MODELING RESEARCH, 2(8), 1-21. SID. https://sid.ir/paper/208825/en

Vancouver: Copy

MOHAMMADZADEH PARVIZ, JALILI MARAND ALIREZA. PREDICTION OF BANKRUPTCY USING MIXED LOGIT MODEL. JOURNAL OF ECONOMIC MODELING RESEARCH[Internet]. 2012;2(8):1-21. Available from: https://sid.ir/paper/208825/en

IEEE: Copy

PARVIZ MOHAMMADZADEH, and ALIREZA JALILI MARAND, “PREDICTION OF BANKRUPTCY USING MIXED LOGIT MODEL,” JOURNAL OF ECONOMIC MODELING RESEARCH, vol. 2, no. 8, pp. 1–21, 2012, [Online]. Available: https://sid.ir/paper/208825/en

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