Predicting U.S. Bank Failures with MIDAS Logit Models
Predicting U.S. Bank Failures with MIDAS Logit Models is a scholarly work, published in 2018 in ''Journal of Financial and Quantitative Analysis''. The main subjects of the publication include logit, data envelopment analysis, econometrics, phase, class, statistics, glossary of archaeology, bankruptcy prediction, logistic regression model, generalization, and computer science. The authors also mitigate the class-imbalance problem in data and adjust the classification accuracy evaluation.