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dc.contributor.author鲜文铎
dc.contributor.author向锐
dc.date.accessioned2017-11-14T01:06:27Z
dc.date.available2017-11-14T01:06:27Z
dc.date.issued2007-09-05
dc.identifier.citation数量经济技术经济研究,2007,(09):69-77
dc.identifier.issn1000-3894
dc.identifier.otherSLJY200709009
dc.identifier.urihttps://dspace.xmu.edu.cn/handle/2288/138664
dc.description.abstract混合Logit模型是离散选择模型的最新发展,它放宽了传统标准Logit模型的两个主要限制——个体选择偏好的同质性和不相关备选方案的独立性,在模型的设定上具有较高的灵活性,但其参数估计比较复杂,需采用极大化模拟似然估计法。本文以我国A股上市公司为样本,以财务状况异常而被ST作为公司发生财务困境的标志,建立了财务困境预测的混合Logit模型。研究结果表明,混合Logit模型无论是在模型拟合度还是预测准确度方面均优于标准Logit模型。
dc.description.abstractThe Mixed Logit model is the new technique in discrete choice model based on random utility maximization (RUM) theory. It relaxes two limitations which are bounded with traditional standards Logit model: taste homogeneity in the sampled population and independence from irrelevant alternatives (I. I. A) . Mixed Logit model is very flexible but has relatively complex estimation methods. This paper uses listd companies' financial data from 2002 to 2004 to establish the financial distress prediction models based on standard Logit and Mixed Logit. Empirical results indicate that by introducing Mixed Logit model, the model fit level and classified accuracy have been significantly improved.
dc.language.isozh_CN
dc.subject财务困境
dc.subject预测
dc.subject混合Logit
dc.subject模拟
dc.subjectFinancial Distress
dc.subjectPrediction
dc.subjectMixed Logit
dc.subjectSimulation
dc.title基于混合Logit模型的财务困境预测研究
dc.title.alternativeResearch on Financial Distress Prediction Based on Mixed Logit Model
dc.typeArticle


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