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Analysis of Length of Time Spent in Chapter 11 Bankruptcy
This paper investigates original issuers of high yield bonds in Chapter 11 bankruptcy to determine which factors affect the length of time spent in Chapter 11. In order to do this analysis we propose a flexible new duration ...
Nonparametric estimation of time varying parameters under shape restrictions
In this paper we propose a new method to estimate nonparametrically a time varying parameter model when some qualitative information from outside data (e.g. seasonality) is available. In this framework we make two main ...
Absorbing Sets in Coalitional Systems
The purpose of this paper is twofold: First, to present an approach and a solution for analyzing the stability of coalition structures: We define a coalitional system (a set and a binary relation on that set) that explains ...