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dcterms.contributor.authorAmendola, Alessandra
dcterms.contributor.authorRestaino, Marialuisa
dcterms.contributor.authorSensini, Luca
dc.date.accessioned2019-11-08T13:54:43Z
dc.date.available2019-11-08T13:54:43Z
dcterms.date.issued2011
dcterms.identifier.citationAmendola, A., Restaino, M. and Sensini, L. (2011). “Variable selection in forecasting models for corporate bankruptcy”. DISES Working Paper 3.216, Università degli Studi di Salerno, Dipartimento di Scienze Economiche e Statistiche.it_IT
dcterms.identifier.issn1971-3029it_IT
dcterms.identifier.urihttp://elea.unisa.it:8080/xmlui/handle/10556/3814
dcterms.identifier.urihttp://dx.doi.org/10.14273/unisa-2036
dc.description.abstractIn this paper we develop statistical models for bankruptcy prediction of Italian firms in the limited liability sector, using annual balance sheet information. Several issues involved in default risk analysis are investigated, such as the structure of the data-base, the sampling procedure and the influence of predictors. In particular we focus on the variable selection problem, comparing innovative techniques based on shrinkage with traditional stepwise methods. The predictive performance of the proposed default risk model has been evaluated by means of different accuracy measures. The results of the analysis, carried out on a data-set of financial ratios expressly created from a sample of industrial firms annual reports, give evidence in favor of the proposed model over traditional ones.it_IT
dcterms.format.extent43 p.it_IT
dc.language.isoenit_IT
dc.relation.ispartofWorking Papers ; 3.216it_IT
dcterms.sourceUniSa. Sistema Bibliotecario di Ateneoit_IT
dcterms.subjectForecastingit_IT
dcterms.subjectDefault riskit_IT
dcterms.subjectVariable selectionit_IT
dcterms.subjectShrinkageit_IT
dcterms.subjectLassoit_IT
dcterms.titleVariable selection in forecasting models for corporate bankruptcyit_IT
dcterms.typeWorking Paperit_IT
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