Bankruptcy prediction by using efficiency as a predictor variable based on Logit Panel data

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MOHSENI REZA; Rahimian Samira

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Journal: Journal of Quantitative Economics Year:2018 | Volume:15 | Issue:2 Page(s): 111-130

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Title

Bankruptcy prediction by using efficiency as a predictor variable based on Logit Panel data

Author(s)

MOHSENI REZA | Rahimian Samira | Issue Writer Certificate

Keywords

BankruptcyQ1

InsolvencyQ1

efficiencyQ2

Data envelopment analysisQ1

Logistic regressionQ2

Abstract

Investigating the factors affecting Bankruptcy is one of the most Investigating the factors affecting Bankruptcy is one of the most important issues in financial literature. Itcan provide useful information to government, central bank, banks, financial institutions, creditors, and capital market investors. In this paper, we discussed the differences between two concepts of Bankruptcy and Insolvency. We then calculated the efficiency variable through Data envelopment analysis (DEA), and we fitted it as an explanatory variable alongside available variables in logit panel data for 36 manufacturing companies during the period of 1388-93. The efficiency model was calculated by constant return to scale, variable return to scale, collective pattern and Anderson-Peterson methods. The efficiency variable was significant with constant return to scale. Finally, logit regression model was fitted twice, without specification of the efficiency variable and further with the efficiency variable. We found that in all patterns which were fitted by the efficiency variable, accuracy of the model prediction significantly increased.

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APA: Copy

MOHSENI, REZA, & Rahimian, Samira. (2018). Bankruptcy prediction by using efficiency as a predictor variable based on Logit Panel data. JOURNAL OF QUANTITATIVE ECONOMICS (QUARTERLY JOURNAL OF ECONOMICS REVIEW), 15(2 ), 111-130. SID. https://sid.ir/paper/382003/en

Vancouver: Copy

MOHSENI REZA, Rahimian Samira. Bankruptcy prediction by using efficiency as a predictor variable based on Logit Panel data. JOURNAL OF QUANTITATIVE ECONOMICS (QUARTERLY JOURNAL OF ECONOMICS REVIEW)[Internet]. 2018;15(2 ):111-130. Available from: https://sid.ir/paper/382003/en

IEEE: Copy

REZA MOHSENI, and Samira Rahimian, “Bankruptcy prediction by using efficiency as a predictor variable based on Logit Panel data,” JOURNAL OF QUANTITATIVE ECONOMICS (QUARTERLY JOURNAL OF ECONOMICS REVIEW), vol. 15, no. 2 , pp. 111–130, 2018, [Online]. Available: https://sid.ir/paper/382003/en

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