Predicting Binary Outcomes

By Graham Elliott, Robert P. Lieli. 2013

64 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/a72f0e353b79192f6b313d4ec67d6ae338343207

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. M. Juselius
2. Mathias Drehmann

In Finance

1. Mathias Drehmann
2. M. Juselius
3. C. Borio

In Management Science and Operations Research

1. M. Juselius
2. Mathias Drehmann

Citations in the corpus

• Evaluating early warning indicators of banking crises: Satisfying policy requirements (2014, background): “Binary models are estimated to maximise a specific likelihood function that, to the extent it is subject to misspecification, can perform arbitrarily badly at specific points of the policy maker’s loss function (Elliott and Lieli (2013)).”