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Supplementary results for “Geographic Variation in Subprime Loan Features, Foreclosures and Prepayments”

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    Abstract

    This 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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    File URL: http://www.umbc.edu/economics/wpapers/wp_10_119.pdf
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    Bibliographic Info

    Paper provided by UMBC Department of Economics in its series UMBC Economics Department Working Papers with number 10-119.

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    Length: 149 pages
    Date of creation: 01 May 2010
    Date of revision:
    Handle: RePEc:umb:econwp:10119

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    Keywords: foreclosure; prepayment; subprime mortgages; financial regulation; unobserved heterogeneity; clustering;

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