Predicting Corporate Financial Distress: A Time-Series CUSUM Methodology

Distribution of the Estimators for Autoregressive Time Series with a Unit Root

David A. Dickey, Wayne A. Fuller · Journal of the American Statistical Association · 1979 · 22.7K citations · Full text

Autoregressive Time Series, Regression Estimator, Economics +14

FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY

Edward I. Altman · The Journal of Finance · 1968 · 13.3K citations

Financial Data, Financial Structure, Financial Ratios +7

Financial Ratios and the Probabilistic Prediction of Bankruptcy

James A. Ohlson · Journal of Accounting Research · 1980 · 5.9K citations

Capital Structure, Maximum Likelihood Estimation, Empirical Results +15

Financial Ratios As Predictors of Failure

William H. Beaver · Journal of Accounting Research · 1966 · 4.6K citations

Credit Risk, Credit Score, Management +18

The theory and practice of econometrics

Journal of Macroeconomics · 1986 · 4.4K citations

Econometric Model, Theoretical Econometrics, Economics +6