MULTICOLLINEARITY IN CORPORATE MODELS

被引:0
|
作者
Micudova, Katerina [1 ]
机构
[1] Univ W Bohemia, Plzen, Czech Republic
关键词
Farrar-Glauber test; correlation; multicollinearity; corporate model;
D O I
暂无
中图分类号
F [经济];
学科分类号
02 ;
摘要
The aim of this paper is to evaluate the correlation of variables and multicollinearity in selected corporate predictive models that are based on financial indicators. The model Z' which was constructed by prof. Altman and belongs among the best known corporate models and model IN05 which due to its construction respects the specifics of Czech companies were included to the analysis. The empirical research is based on the accounting data of Czech companies from the manufacturing industry. Both thriving and bankrupt companies are included in the research.
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页码:245 / 251
页数:7
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