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1

Zastosowanie modelu Coxa do prognozowania upadłości przedsiębiorstw notowanych na Giełdzie Papierów Wartościowych w Warszawie

100%
Mihilewicz K.
Zeszyty Naukowe Uniwersytetu Ekonomicznego w Krakowie
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2012
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issue 895
79-88
EN
The article presents a proposal for modeling enterprise insolvency by means of survival analysis, which is used to study various occurrences that depend on the passage of time. The study used a popular model of survival analysis commonly known as the proportional hazard model, which takes into account both microeconomic conditions described by company financial indicators, and external macroeconomic factors associated with the overall economic situation. The study was conducted on the basis of companies listed on the Warsaw Stock Exchange.
2

THE ASSESSMENT OF JOB SEARCHING TIME BY THE UNEMPLOYED DEPENDING ON THE SYSTEM OF CENSORING OF DATA (Ocena czasu poszukiwania pracy przez osoby bezrobotne w zaleznosci od sposobu cenzurowania danych)

100%
Markowicz I., Stolorz B.
Optimum. Studia Ekonomiczne
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2010
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issue 1(45)
165-173
EN
In the paper, the results of study on the influence of inadequate information on the estimation of survival curve using the Kaplan-Meier method has been presented. The authoresses carried out an analysis of time of being unemployed for people signed off from the District Labour Office in Szczecin in the 4th quarter of 2006. Survival analysis methods allowing censored data were used. The described study concerns people that had been signed off due for reasons other than finding a job. In their case one can suppose that they had taken a job but did not report it to the office. This information may essentially influence the course of survival curve describing probability of being unemployed (in register) for a specific period of time. For calculations the 'Survival Analysis' module included in the Statistica program was applied.
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