search query: @indexterm BAYESIAN STATISTICS / total: 167
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Author: | Gallizo, J.L. Jiménez, F. Salvador, M. |
Title: | Adjusting financial ratios: a Bayesian analysis of the Spanish manufacturing sector |
Journal: | Omega
2002 : JUN, VOL. 30:3, p. 185-195 |
Index terms: | BAYESIAN STATISTICS BUSINESS RATIOS MANUFACTURING INDUSTRY SPAIN |
Freeterms: | PARTIAL ADJUSTMENT |
Language: | eng |
Abstract: | In this paper, the authors propose a Bayesian hierarchical model based on the partial adjustment model described by Wu and Ho (1997). The proposed model allows the authors to estimate the average adjustment coefficients associated with the error correction component and with the sensitivity of the firm to exogenous factors that have an industry-wide effect. |
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