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Errors in variables and lending discrimination

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  • Jed L. DeVaro
  • Jeffrey M. Lacker

Abstract

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Suggested Citation

  • Jed L. DeVaro & Jeffrey M. Lacker, 1995. "Errors in variables and lending discrimination," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 19-32.
    • Handle: RePEc:fip:fedreq:y:1995:i:sum:p:19-32
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    File URL: https://www.richmondfed.org/-/media/RichmondFedOrg/publications/research/economic_quarterly/1995/summer/pdf/lacker.pdf
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    References listed on IDEAS

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    1. Michael H. Schill & Susan M. Wachter, 1994. "Borrower and neighborhood racial and income characteristics and financial institution mortgage application screening," Proceedings, Federal Reserve Bank of Philadelphia, pages 223-243.
    2. Levine, David K., 1986. "Reverse regression for latent-variable models," Journal of Econometrics, Elsevier, vol. 32(2), pages 291-292, July.
    3. Hashimoto, Masanori & Kochin, Levis, 1980. "A Bias in the Statistical Estimation of the Effects of Discrimination," Economic Inquiry, Western Economic Association International, vol. 18(3), pages 478-486, July.
    4. Arthur S. Goldberger, 1984. "Reverse Regression and Salary Discrimination," Journal of Human Resources, University of Wisconsin Press, vol. 19(3), pages 293-318.
    5. Berkovec, James A & Canner, Glenn B. & Gabriel, Stuart A. & Hannan, Timothy H., 1994. "Race, Redlining, and Residential Mortgage Loan Performance," The Journal of Real Estate Finance and Economics, Springer, vol. 9(3), pages 263-294, November.
    6. Munnell, Alicia H. & Geoffrey M. B. Tootell & Lynn E. Browne & James McEneaney, 1996. "Mortgage Lending in Boston: Interpreting HMDA Data," American Economic Review, American Economic Association, vol. 86(1), pages 25-53, March.
    7. Paul W. Bauer & Brian A. Cromwell, 1994. "A Monte Carlo examination of bias tests in mortgage lending," Economic Review, Federal Reserve Bank of Cleveland, vol. 30(Q III), pages 27-40.
    8. Milton Friedman, 1957. "A Theory of the Consumption Function," NBER Books, National Bureau of Economic Research, Inc, number frie57-1, July.
    9. Kapteyn, Arie & Wansbeek, Tom, 1983. "Identification in the Linear Errors in Variables Model," Econometrica, Econometric Society, vol. 51(6), pages 1847-1849, November.
    10. Klepper, Steven, 1988. "Bounding the effects of measurement error in regressions involving dichotomous variables," Journal of Econometrics, Elsevier, vol. 37(3), pages 343-359, March.
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    Cited by:

    1. Krieg, John M., 2006. "Teacher quality and attrition," Economics of Education Review, Elsevier, vol. 25(1), pages 13-27, February.

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