Bank failures as Poisson variates

The elasticity of bank failures with respect to a set of explanatory variables is estimated using a maximum-likelihood Poisson estimator. The resulting estimates are compared with their OLS counterparts.

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Bibliographic Details
Published in:Economics letters 1989, Vol.29 (4), p.333-338
Main Author: Davutyan, Nurhan
Format: Article
Language:English
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Description
Summary:The elasticity of bank failures with respect to a set of explanatory variables is estimated using a maximum-likelihood Poisson estimator. The resulting estimates are compared with their OLS counterparts.
ISSN:0165-1765
1873-7374
DOI:10.1016/0165-1765(89)90212-7