Supplementary results for “Geographic Variation in Subprime Loan Features, Foreclosures and Prepayments”
AbstractThis document provides supplementary results to the analyses of Rose (2011), “Geographic Variation in Subprime Loan Features, Foreclosures and Prepayments,” which examines the geographic variation in the effects of prepayment penalties, balloon loans, and reduced documentation on the probabilities of foreclosure and prepayment. Specifically, this supplement presents complete results for all specifications reported in that paper, as well as those from a constant heterogeneity weight approach used to contend with convergence problems associated with multinomial logit models that incorporate unobserved heterogeneity. Due to space limitations in Rose (2011), the complete regression results appear here.
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Bibliographic InfoPaper provided by UMBC Department of Economics in its series UMBC Economics Department Working Papers with number 10-119.
Length: 149 pages
Date of creation: 01 May 2010
Date of revision:
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Postal: UMBC Department of Economics 1000 Hilltop Circle Baltimore MD 21250, USA
Web page: http://www.umbc.edu/economics
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Find related papers by JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- H77 - Public Economics - - State and Local Government; Intergovernmental Relations - - - Intergovernmental Relations; Federalism
This paper has been announced in the following NEP Reports:
- NEP-ALL-2010-05-29 (All new papers)
- NEP-BAN-2010-05-29 (Banking)
- NEP-URE-2010-05-29 (Urban & Real Estate Economics)
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