TITLE

SOVEREIGN DEBT SERVICE CAPACITY ESTIMATION BY LOGISTIC REGRESSION AND NEURAL NETWORKS

AUTHOR(S)
Liu, Weiping; Hwang, Mark I.; Chen, Dechang
PUB. DATE
September 2000
SOURCE
Multinational Business Review (St. Louis University);Fall2000, Vol. 8 Issue 2, p51
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
Two techniques, one traditional (logistic regression analysis) and the other contemporary (neural networks) are used to estimate sovereign debt service capacity (DSC). Models are built with these two methods using the same set of measurements (indices) as determinants of DSC. Performances of these two models are compared in a controlled environment. Advantages and drawbacks of these two techniques are discussed.
ACCESSION #
3413089

 

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