Self-Selectivity in Firm's Decision to Withdraw IPO: Bayesian Inference for Hazard Models of Bankruptcy With Feedback - Chen, Rong; Guo, Re-Jin; Lin, Ming (Journal of the American Statistical Association, 2010)
Keywords: Applications; Applications and Case Studies; Bankruptcy; Bayesian analysis; Bayesian method; Business structures; Decision making models; Decision theory; Econometric models; Economic models; Estimation; Exact sciences and technology; General topics; Initial public offerings; Insurance, economics, finance; Mathematics; Modeling; Nonparametric models; Parametric inference; Parametric models; Probabilities; Probability; Probability and statistics; Sciences and techniques of general use; Statistical models; Statistics; Time dependence; Bayes estimation; Self-selectivity; Numerical linear algebra; Determinant; Bias; Finance; Econometric model; Statistical estimation; Statistical decision; Hazard model; Decision model; Statistical method; Numerical analysis; Feedback; Decision theory; Statistical model; Model specification; Survival probability; IPO withdrawal; Bayesian inference; Bayes decision; Biased estimation