Applications of Logistic Regression and Hazard Method in Accounting and Finance Research

Feng Gao ()
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Feng Gao: Rutgers University

Chapter 82 in Encyclopedia of Finance, 2022, pp 1919-1937 from Springer

Abstract: Abstract This chapter introduces commonly used models to study whether or when an event occurs in accounting and finance research. I begin with parametric models based on the different survival time assumptions and then move on to a semiparametric regression model, i.e., the Cox proportional hazards model. Finally, I introduce the use of logistic regression in discrete survival time. After reviewing prior literature using these methods, I use an empirical setting to illustrate the applications of these methods in SAS and compare the inferences.

Keywords: Logistic regression; Hazard regression; Survival analysis (search for similar items in EconPapers)
JEL-codes: C24 C34 C41 (search for similar items in EconPapers)
Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-91231-4_83

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DOI: 10.1007/978-3-030-91231-4_83

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