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At our university we are researching the usefulness of failing (bankrupticy) prediction models. We are interested in the original datasets Altman used for his models. Does anyone know where this datasets can be found? We have the same question for the datasets Ohlson used.

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    $\begingroup$ Have you tried contacting Ed. Altman or Jim Ohlson? They are both still working. $\endgroup$ – BKay Apr 27 '16 at 12:32
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The original paper (of Altman) is

Altman, E. I. (1968). Financial ratios, discriminant analysis and the prediction of corporate bankruptcy. The journal of finance, 23(4), 589-609.

We read (p. 593)

III. DEVELOPMENT OF THE MODEL

"Sample Selection. The initial sample is composed of sixty-six corporations with thirty-three firms in each of the two groups. The bankrupt group (Group 1) are manufacturers that filed a bankruptcy petition under Chapter X of the National Bankruptcy Act during the period 1946-1965. (...) Recognizing that this group is not completely homogeneous, due to industry and size differences, a careful selection of non-bankrupt firms was attempted. Group 2 consisted of a paired sample of manufacturing firms chosen on a stratified random basis. (...) Firms in Group 2 were still in existence in 1966. Also, the data collected are from the same years as those compiled for the bankrupt firms. For the initial sample test, the data are derived from financial statements one reporting period prior to bankruptcy. (footnote 18: The data was derived from Moody's Industrial Manuals and selected Annual Reports. The average lead time of the financial statements was approximately seven and one-half months prior to bankruptcy.)

The paper does not contain, even in print form, the actual data sample, so BKay's suggestion to contact the authors is your best shot.

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