SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Predicting Corporate Financial Distress: A Time-Series CUSUM Methodology
15 references·16 citing·32 second hop
Predicting Corporate Financial Distress: A Time-Series CUSUM Methodology (1999)Predicting Corporate Financial Distress: …Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Qualitative Response Models: A Survey (1994)Qualitative Response Models: …Predicting Shifts in the Mean of a Multivariate Time Series Process: An Application in Predicting Business Failures (1993)Predicting Shifts in the Mean…Cash Flow in Bankruptcy Prediction (1987)Cash Flow in Bankruptcy Predi…The theory and practice of econometrics (1986)The theory and practice of ec…Sequential Analysis (1985)Sequential AnalysisOptimal prediction of cyclical downturns (1982)Optimal prediction of cyclica…Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Financial Ratios and the Prob…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…ZETATM analysis A new model to identify bankruptcy risk of corporations (1977)ZETATM analysis A new model t…Approximations to the Expected Sample Size of Certain Sequential Tests (1975)Approximations to the Expecte…An Empirical Test of Financial Ratio Analysis for Small Business Failure Prediction (1972)An Empirical Test of Financia…Procedures for Reacting to a Change in Distribution (1971)Procedures for Reacting to a …FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)FINANCIAL RATIOS, DISCRIMINAN…Financial Ratios As Predictors of Failure (1966)Financial Ratios As Predictor…Corporate governance and financial distress: lessons learned from an unconventional approach (2022)Corporate governance and fina…Analisis Rasio Kebangkrutan Perusahaan pada Masa Pandemi Covid-19 (2021)Analisis Rasio Kebangkrutan P…Predicting startup survival using first years financial statements (2020)Predicting startup survival u…Predicting corporate failure: a systematic literature review of methodological issues (2015)Predicting corporate failure:…Prediction of bankruptcy Iranian corporations through artificial neural network and Probit-based analyses (2012)Prediction of bankruptcy Iran…A Robust Data‐Mining Approach to Bankruptcy Prediction (2011)A Robust Data‐Mining Approach…Advances in Entrepreneurial Finance (2010)Advances in Entrepreneurial F…The role of survival analysis in financial distress prediction (2008)The role of survival analysis…Predicting business failure under the existence of fraudulent financial reporting (2008)Predicting business failure u…Dynamical systems and nonlinear Kalman filtering applied in classification (2008)Dynamical systems and nonline…Can R&D expenditure avoid corporate bankruptcy? Comparison between Japanese machinery and electric equipment industries using DEA–discriminant analysis (2008)Can R&D expenditure avoid cor…Alternative methodologies in studies on business failure: do they produce better results than the classical statistical methodes ? (2004)Alternative methodologies in …A hybrid genetic model for the prediction of corporate failure (2004)A hybrid genetic model for th…Are Credit Scoring Models Sensitive with Respect to Default Definitions? Evidence from the Austrian Market (2003)Are Credit Scoring Models Sen…A logistic analysis of bankruptcy within the US local telecommunications industry (2003)A logistic analysis of bankru…Using Financial Information to Differentiate Failed vs. Surviving Finance Companies in Thailand: An Implication for Emerging Economies (1999)Using Financial Information t…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Economic Control of Quality of Manufactured Product. (1932)CONTINUOUS INSPECTION SCHEMES (1954)Optimal Stopping Times for Detecting Changes in Distributions (1986)Detecting changes in signals and systems—A survey (1988)Selective review of offline change point detection methods (2019)Conditional logit analysis of qualitative choice behavior (1972)The Effect of Audit Quality on Earnings Management* (1998)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Point Processes and Queues: Martingale Dynamics. (1983)First passage times of a jump diffusion process (2003)Option Pricing Under a Double Exponential Jump Diffusion Model (2004)A Re-Evaluation of Fixed Effect(s) Meta-Analysis (2017)Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)In Search of Distress Risk (2008)Asset pricing and the bid-ask spread (1986)The Effect of National Culture on the Choice of Entry Mode (1988)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Managerial incentives and risk-taking☆ (2005)How does financial reporting quality relate to investment efficiency? (2009)Design and Analysis of Simulated Consumer Choice or Allocation Experiments: An Approach Based on Aggregate Data (1983)The Choice Theory Approach to Market Research (1986)The Determinants of Banking Crises in Developing and Developed Countries (1998)
this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1966Financial Ratios As Predictors of Failure4,753 cited
  • 1986The theory and practice of econometrics4,342 cited
  • 1994Qualitative Response Models: A Survey1,971 cited
  • 1977ZETATM analysis A new model to identify bankruptcy risk of corporations1,812 cited
  • 1971Procedures for Reacting to a Change in Distribution1,355 cited
  • 1985Sequential Analysis781 cited
  • 1972An Empirical Test of Financial Ratio Analysis for Small Business Failure Prediction767 cited
  • 1982Optimal prediction of cyclical downturns204 cited
  • 1987Cash Flow in Bankruptcy Prediction148 cited
  • 1993Predicting Shifts in the Mean of a Multivariate Time Series Process: An Application in Predicting Business Failures141 cited
  • 1975Approximations to the Expected Sample Size of Certain Sequential Tests124 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Cited by

  • 2003A logistic analysis of bankruptcy within the US local telecommunications industry81 cited
  • 2015Predicting corporate failure: a systematic literature review of methodological issues74 cited
  • 2008The role of survival analysis in financial distress prediction70 cited
  • 2020Predicting startup survival using first years financial statements67 cited
  • 2008Dynamical systems and nonlinear Kalman filtering applied in classification55 cited
  • 2004Alternative methodologies in studies on business failure: do they produce better results than the classical statistical methodes ?54 cited
  • 2008Can R&D expenditure avoid corporate bankruptcy? Comparison between Japanese machinery and electric equipment industries using DEA–discriminant analysis53 cited
  • 2004A hybrid genetic model for the prediction of corporate failure52 cited
  • 1999Using Financial Information to Differentiate Failed vs. Surviving Finance Companies in Thailand: An Implication for Emerging Economies47 cited
  • 2012Prediction of bankruptcy Iranian corporations through artificial neural network and Probit-based analyses46 cited
  • 2022Corporate governance and financial distress: lessons learned from an unconventional approach40 cited
  • 2008Predicting business failure under the existence of fraudulent financial reporting36 cited
  • 2011A Robust Data‐Mining Approach to Bankruptcy Prediction35 cited
  • 2021Analisis Rasio Kebangkrutan Perusahaan pada Masa Pandemi Covid-1930 cited
  • 2010Advances in Entrepreneurial Finance26 cited
  • 2003Are Credit Scoring Models Sensitive with Respect to Default Definitions? Evidence from the Austrian Market26 cited