Predicting bankruptcy of companies based on the production function parameters

Kód výsledku v IS VaVaI

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Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Predicting bankruptcy of companies based on the production function parameters

Popis výsledku v původním jazyce

In this paper we want to determine economic performance of the sample of companies using four-parametric production function. The available microeconomic data set was obtained by the secondary research utilising database Amadeus and financial statementsissued in the Business Register of the Czech Republic. We focus on business entities within the agribusiness industry sector that is in comparison with other sectors considered to be the economically weakest one. The initial part of the work deals with identification of proper economic indicators of respective business entities which can be used as input factors of production function. To the estimation and testing of production function parameters is necessary to use nonlinear techniques, including preliminary estimation of parameters (among others conditional linearity approach) and iterative procedure of parameters estimation (the Newton-Rhapson algorithm). The results are compared to the well-known method of bankruptcy prediction, t

Název v anglickém jazyce

Predicting bankruptcy of companies based on the production function parameters

Popis výsledku anglicky

In this paper we want to determine economic performance of the sample of companies using four-parametric production function. The available microeconomic data set was obtained by the secondary research utilising database Amadeus and financial statementsissued in the Business Register of the Czech Republic. We focus on business entities within the agribusiness industry sector that is in comparison with other sectors considered to be the economically weakest one. The initial part of the work deals with identification of proper economic indicators of respective business entities which can be used as input factors of production function. To the estimation and testing of production function parameters is necessary to use nonlinear techniques, including preliminary estimation of parameters (among others conditional linearity approach) and iterative procedure of parameters estimation (the Newton-Rhapson algorithm). The results are compared to the well-known method of bankruptcy prediction, t

Druh

D - Stať ve sborníku

CEP obor

BB - Aplikovaná statistika, operační výzkum

OECD FORD obor

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Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2012

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

Proceedings of the 30th International Conference Mathematical Methods in Economics 2012

ISBN

978-80-7248-779-0

ISSN

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e-ISSN

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Počet stran výsledku

6

Strana od-do

243-248

Název nakladatele

Silesian University in Opava, School of Business Administration in Karviná

Místo vydání

Karviná

Místo konání akce

Karviná

Datum konání akce

1. 1. 2012

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

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