Does reject inference really improve the performance of application scoring models?
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Banking & Finance.
Volume (Year): 28 (2004)
Issue (Month): 4 (April)
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Web page: http://www.elsevier.com/locate/jbf
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- James J. Heckman, 2001. "Micro Data, Heterogeneity, and the Evaluation of Public Policy: Nobel Lecture," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 109(4), pages 673-748, August.
- Boyes, William J. & Hoffman, Dennis L. & Low, Stuart A., 1989. "An econometric analysis of the bank credit scoring problem," Journal of Econometrics, Elsevier, Elsevier, vol. 40(1), pages 3-14, January.
- Reichert, Alan K & Cho, Chien-Ching & Wagner, George M, 1983. "An Examination of the Conceptual Issues Involved in Developing Credit-scoring Models," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 1(2), pages 101-14, April.
- JoÃ£o Fernandes, 2005. "Corporate Credit Risk Modeling: Quantitative Rating System And Probability Of Default Estimation," Finance, EconWPA 0505013, EconWPA.
- Kiefer, Nicholas M. & Larson, C. Erik, 2006. "Specification and Informational Issues in Credit Scoring," Working Papers 06-11, Cornell University, Center for Analytic Economics.
- Charitou, Andreas & Dionysiou, Dionysia & Lambertides, Neophytos & Trigeorgis, Lenos, 2013. "Alternative bankruptcy prediction models using option-pricing theory," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(7), pages 2329-2341.
- Lieli, Robert P. & White, Halbert, 2010. "The construction of empirical credit scoring rules based on maximization principles," Journal of Econometrics, Elsevier, Elsevier, vol. 157(1), pages 110-119, July.
- BÃ¼cker, Michael & van Kampen, Maarten & KrÃ¤mer, Walter, 2013. "Reject inference in consumer credit scoring with nonignorable missing data," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(3), pages 1040-1045.
- Pulina, Manuela & Paba, Antonello, 2010. "A discrete choice approach to model credit card fraud," MPRA Paper 20019, University Library of Munich, Germany.
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