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Citations for "An econometric analysis of the bank credit scoring problem"

by Boyes, William J. & Hoffman, Dennis L. & Low, Stuart A.

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  1. Grant, Charles & Padula, Mario, 2013. "Using bounds to investigate household debt repayment behaviour," Research in Economics, Elsevier, Elsevier, vol. 67(4), pages 336-354.
  2. Lewis, Blane D., 2003. "Local Government Borrowing and Repayment in Indonesia: Does Fiscal Capacity Matter?," World Development, Elsevier, vol. 31(6), pages 1047-1063, June.
  3. Westley, Glenn D. & Shaffer, Sherrill, 1999. "Credit union policies and performance in Latin America," Journal of Banking & Finance, Elsevier, vol. 23(9), pages 1303-1329, September.
  4. Ulrike Vogelgesang, 2001. "Microfinance in Times of Crisis: The Effects of Competition, Rising Indebtedness, and Economic Crisis on Repayment Behavior," GK working paper series, Post Graduate Programme "Allocation on Financial Markets", University of Mannheim 2001-06, Post Graduate Programme "Allocation on Financial Markets", University of Mannheim, revised Nov 2001.
  5. Ji, Tingting, 2004. "Essays on consumer portfolio choice and credit risk," MPRA Paper 3161, University Library of Munich, Germany.
  6. Puri, Manju & Rocholl, Jörg & Steffen, Sascha, 2011. "On the importance of prior relationships in bank loans to retail customers," Working Paper Series 1395, European Central Bank.
  7. Gutierrez Girault, Matias Alfredo, 2007. "Modelos de credit scoring: qué, cómo, cuándo y para qué
    [Credit scoring models: what, how, when and for what purposes]
    ," MPRA Paper 16377, University Library of Munich, Germany.
  8. Roszbach, Kasper, 2003. "Bank Lending Policy, Credit Scoring and the Survival of Loans," Working Paper Series 154, Sveriges Riksbank (Central Bank of Sweden).
  9. Gary Painter & Stuart A. Gabriel & Dowell Myers, 1999. "Race, Immigrant Status, and Housing Tenure Choice," Working Paper 8660, USC Lusk Center for Real Estate.
  10. MÃ¥nsson, Jonas & Olsson, Mikael, 2010. "Mobility sans integration? An analysis of labor market attainment in Sweden among its post-war immigrants from Estonia, Latvia, Lithuania and Poland," CAFO Working Papers, Centre for Labour Market Policy Research (CAFO), School of Business and Economics, Linnaeus University 2010:6, Centre for Labour Market Policy Research (CAFO), School of Business and Economics, Linnaeus University.
  11. Kiefer, Nicholas M. & Larson, C. Erik, 2006. "Specification and Informational Issues in Credit Scoring," Working Papers 06-11, Cornell University, Center for Analytic Economics.
  12. Peter Schmidt & Ann Dryden Witte, 1987. "Predicting Criminal Recidivism Using "Split Population" Survival Time Models," NBER Working Papers 2445, National Bureau of Economic Research, Inc.
  13. Elliott, Graham & Lieli, Robert P., 2013. "Predicting binary outcomes," Journal of Econometrics, Elsevier, Elsevier, vol. 174(1), pages 15-26.
  14. Celine Bignebat & Fabian Gouret, 2008. "Determinants and consequences of soft budget constraints: an empirical analysis using enterprise-level data in transition countries," Working Papers 23842, Institut National de la Recherche Agronomique, France.
  15. Painter, Gary, 2000. "Tenure Choice with Sample Selection: Differences among Alternative Samples," Journal of Housing Economics, Elsevier, Elsevier, vol. 9(3), pages 197-213, September.
  16. Eric Helland & Alexander Taberrok, . "The Effect of Electoral Institutions on Tort Awards," Claremont Colleges Working Papers 1999-07, Claremont Colleges.
  17. DeVaney, Sharon A. & Lytton, Ruth H., 1995. "Household insolvency: A review of household debt repayment, delinquency, and bankruptcy," Financial Services Review, Elsevier, Elsevier, vol. 4(2), pages 137-156.
  18. Jessica Holmes & Jonathan Isham & Jessica Wasilewski, 2002. "Overcoming Information Asymmetries in Low-Income Lending: Lessons from the "Working Wheels" Program," Middlebury College Working Paper Series 0244, Middlebury College, Department of Economics.
  19. Ulrich Kaiser & Andrea Szczesny, 2000. "Einfache oekonomische Verfahren fuer die Kreditrisikomessung," CoFE Discussion Paper 00-28, Center of Finance and Econometrics, University of Konstanz.
  20. Van Dusen, M. Eric & Gauchan, Devendra & Smale, Melinda, 2005. "On farm conservation of rice biodiversity in Nepal," 2005 Annual meeting, July 24-27, Providence, RI 19210, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  21. Jean-Louis ARCAND & Mbolatiana DE MONTALEMBERT RAMBONILAZA, 1999. "Is Adverse Selection Relevant? Spence-Mirlees Meets the Tunisian Peasant," Working Papers 199923, CERDI.
  22. João Fernandes, 2005. "Corporate Credit Risk Modeling: Quantitative Rating System And Probability Of Default Estimation," Finance, EconWPA 0505013, EconWPA.
  23. Jacobson, Tor & Roszbach, Kasper, 1998. "Bank Lending Policy, Credit Scoring and Value at Risk," Working Paper Series in Economics and Finance 260, Stockholm School of Economics.
  24. Matloob Piracha & Massimiliano Tani & Florin Vadean, 2010. "Immigrant Over- and Under-education: The Role of Home Country Labour Market Experience," CEIS Research Paper 175, Tor Vergata University, CEIS, revised 09 Dec 2010.
  25. Gauchan, Devendra & Van Dusen, M. E. & Smale, Melinda, 2005. "On farm conservation of rice biodiversity in Nepal: a simultaneous estimation approach," EPTD discussion papers 144, International Food Policy Research Institute (IFPRI).
  26. Giuseppina Autiero & Fernanda Mazzotta, 2000. "The Choice of Search Methods: Some Empirical Evidence from Italy," CELPE Discussion Papers 55, CELPE - Centre of Labour Economics and Economic Policy, University of Salerno, Italy.
  27. Smarzynska, Beata K., 2000. "Technological leadership and foreign investors'choice of entry mode," Policy Research Working Paper Series 2314, The World Bank.
  28. Stuart A. Gabriel & Stuart S. Rosenthal, 2004. "Homeownership in the 1980s and 1990s: Aggregate Trends and Racial Gaps," Working Paper 8596, USC Lusk Center for Real Estate.
  29. Carling, Kenneth & Lundberg, Sofia, 2005. "Asymmetric information and distance: an empirical assessment of geographical credit rationing," Journal of Economics and Business, Elsevier, Elsevier, vol. 57(1), pages 39-59.
  30. Ross, Stephen L. & Tootell, Geoffrey M. B., 2004. "Redlining, the Community Reinvestment Act, and private mortgage insurance," Journal of Urban Economics, Elsevier, vol. 55(2), pages 278-297, March.
  31. Giuseppina Autiero & Fernanda Mazzotta, 2001. "Job Search Methods: the Choice between the Public and the Private Sector," CELPE Discussion Papers 58, CELPE - Centre of Labour Economics and Economic Policy, University of Salerno, Italy.
  32. Carling, Kenneth & Jacobson, Tor & Roszbach, Kasper, 2001. "Dormancy risk and expected profits of consumer loans," Journal of Banking & Finance, Elsevier, vol. 25(4), pages 717-739, April.
  33. Montserrat Guillen & Manuel Artis, 1994. "Count Data Models For A Credit Scoring System," Risk and Insurance, EconWPA 9407004, EconWPA.
  34. Mark Schreiner, 2001. "Scoring Drop-Out at a Microlender in Bolivia," Development and Comp Systems 0109009, EconWPA.
  35. Nuria Alcalde Fradejas & Inés Pérez-Soba Aguilar, 2007. "Influencia de las ofertas públicas de adquisición sobre el empleo de las empresas adquiridas: un análisis empírico," Investigaciones Economicas, Fundación SEPI, Fundación SEPI, vol. 31(1), pages 5-42, January.
  36. Joseph C. Cooper & Russ W. Keim, 1996. "Incentive Payments to Encourage Farmer Adoption of Water Quality Protection Practices," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, Agricultural and Applied Economics Association, vol. 78(1), pages 54-64.
  37. Donald Haurin & Stuart Rosenthal, 2007. "The Influence of Household Formation on Homeownership Rates across Time and Race," Working Papers, Ohio State University, Department of Economics 07-01, Ohio State University, Department of Economics.
  38. Creamer, Selmin F. & Blatner, Keith A. & Butler, Brett J., 2012. "Certification of family forests: What influences owners’ awareness and participation?," Journal of Forest Economics, Elsevier, Elsevier, vol. 18(2), pages 131-144.
  39. Ayouz, Mourad K. & Remaud, Herve, 2003. "The Internationalization Determinants Of The Small Agro-Food Firms: Hypotheses And Statistical Tests," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association (IAMA), vol. 5(02).
  40. William Greene, 2010. "A stochastic frontier model with correction for sample selection," Journal of Productivity Analysis, Springer, vol. 34(1), pages 15-24, August.
  41. Gropp, Reint & Scholz, John Karl & White, Michelle J, 1997. "Personal Bankruptcy and Credit Supply and Demand," The Quarterly Journal of Economics, MIT Press, MIT Press, vol. 112(1), pages 217-51, February.
  42. Vos, Ed & Yeh, Andy Jia-Yuh & Carter, Sara & Tagg, Stephen, 2007. "The happy story of small business financing," Journal of Banking & Finance, Elsevier, vol. 31(9), pages 2648-2672, September.
  43. John V. Duca & William C. Whitesell, 1991. "Credit cards and money demand: a cross-sectional study," Research Paper 9112, Federal Reserve Bank of Dallas.
  44. Ji, Tingting, 2004. "Consumer Credit Delinquency And Bankruptcy Forecasting Using Advanced Econometrc Modeling," MPRA Paper 3187, University Library of Munich, Germany.
  45. Kane, Edward J., 1995. "Difficulties of transferring risk-based capital requirements to developing countries," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 3(2-3), pages 193-216, July.
  46. Maksym Obrizan, 2011. "A Bayesian Model of Sample Selection with a Discrete Outcome Variable: Detecting Depression in Older Adults," Discussion Papers 41, Kyiv School of Economics.
  47. Marieke Bos & Leonard Nakamura, 2012. "Should defaults be forgotten? Evidence from legally mandated removal," Working Papers 12-29, Federal Reserve Bank of Philadelphia.
  48. Tuan, Tran Huu & Navrud, Stale, 2009. "Applying the dissonance-minimising format to value cultural heritage in developing countries," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, Australian Agricultural and Resource Economics Society, vol. 53(3), September.
  49. Luis Cabral & Ben Polak, 2007. "Dominant Firms, Imitation, and Incentives to Innovate," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics 07-6, New York University, Leonard N. Stern School of Business, Department of Economics.
  50. Kuhn, M.E. & Darroch, Mark A.G. & Ortmann, Gerald F., 2000. "Assessing the efficacy of a South African microlender's loan screening mechanism," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 39(4), December.
  51. González-Cabán, Armando & Loomis, John B. & Rodriguez, Andrea & Hesseln, Hayley, 2007. "A comparison of CVM survey response rates, protests and willingness-to-pay of Native Americans and general population for fuels reduction policies," Journal of Forest Economics, Elsevier, Elsevier, vol. 13(1), pages 49-71, May.
  52. Haan, Michael, 2005. "Summary Of: Are Immigrants Buying to Get In?: The Role of Ethnic Clustering on the Homeownership Propensities of 12 Toronto Immigrant Groups, 1996-2001," Analytical Studies Branch Research Paper Series 2005253e, Statistics Canada, Analytical Studies Branch.
  53. John V. Duca & Stuart S. Rosenthal, 1993. "Borrowing constraints, household debt, and racial discrimination in loan markets," Research Paper 9312, Federal Reserve Bank of Dallas.
  54. Carling , Kenneth & Lundberg, Sofia, 2002. "Bank Lending, Geographical Distance, and Credit risk: An Empirical Assessment of the Church Tower Principle," Working Paper Series 144, Sveriges Riksbank (Central Bank of Sweden).
  55. Filiz Garip, 2012. "An Integrated Analysis of Migration and Remittances: Modeling Migration as a Mechanism for Selection," Population Research and Policy Review, Springer, vol. 31(5), pages 637-663, October.
  56. Drakos, Konstantinos & Giannakopoulos, Nicholas, 2011. "On the determinants of credit rationing: Firm-level evidence from transition countries," Journal of International Money and Finance, Elsevier, Elsevier, vol. 30(8), pages 1773-1790.
  57. William H. Greene & David A. Hensher, 2008. "Modeling Ordered Choices: A Primer and Recent Developments," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics 08-26, New York University, Leonard N. Stern School of Business, Department of Economics.
  58. Bücker, Michael & van Kampen, Maarten & Krämer, Walter, 2013. "Reject inference in consumer credit scoring with nonignorable missing data," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 1040-1045.
  59. Painter, Gary & Gabriel, Stuart & Myers, Dowell, 2001. "Race, Immigrant Status, and Housing Tenure Choice," Journal of Urban Economics, Elsevier, vol. 49(1), pages 150-167, January.
  60. Granlund, David, 2008. "Does Physicians' Compensation Affect the Probability of their Vetoing Generic Substitution?," HUI Working Papers, HUI Research 14, HUI Research.
  61. Crook, Jonathan & Banasik, John, 2004. "Does reject inference really improve the performance of application scoring models?," Journal of Banking & Finance, Elsevier, vol. 28(4), pages 857-874, April.
  62. Darren Hudson & Cary W. Herndon, 2002. "Factors influencing probability and frequency of participation in merger and partnership activity in agricultural cooperatives," Agribusiness, John Wiley & Sons, Ltd., vol. 18(2), pages 231-246.
  63. Oda, Nobuyuki & Muranaga, Jun, 1997. "A New Framework for Measuring the Credit Risk of a Portfolio: The "ExVaR" Model," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, Institute for Monetary and Economic Studies, Bank of Japan, vol. 15(2), pages 27-62, December.
  64. Tomas Mantecon & Paul Thistle, 2011. "The IPO market as a screening device and the going public decision: evidence from acquisitions of privately and publicly held firms," Review of Quantitative Finance and Accounting, Springer, vol. 37(3), pages 325-361, October.
  65. Maksym, Obrizan, 2010. "A Bayesian Model of Sample Selection with a Discrete Outcome Variable," MPRA Paper 28577, University Library of Munich, Germany.
  66. Schwiebert, Jörg, 2012. "Semiparametric Estimation of a Binary Choice Model with Sample Selection," Hannover Economic Papers (HEP) dp-505, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  67. Petitte, Ryan A. & Ross, Stephen L., 1999. "Commutes, Neighborhood Effects, and Compensating Differentials: Revisited," Journal of Urban Economics, Elsevier, vol. 46(1), pages 1-24, July.
  68. Ananish Chaudhuri & Pushkar Maitra, 1997. "Determinants of Land Tenure Contracts; Theory and Evidence from Rural India," Departmental Working Papers, Rutgers University, Department of Economics 199710, Rutgers University, Department of Economics.
  69. William Greene, 2006. "A General Approach to Incorporating Selectivity in a Model," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics 06-10, New York University, Leonard N. Stern School of Business, Department of Economics.
  70. Bignebat, C. & Gouret, F., 2006. "Which Firms Have a Soft Loan ? Managers' Believes in a Cross-Country Survey in Transition Economies," Working Papers MOISA 200603, UMR MOISA : Marchés, Organisations, Institutions et Stratégies d'Acteurs : CIHEAM-IAMM, CIRAD, INRA, Montpellier SupAgro, IRD - Montpellier, France.
  71. Tang, Leilei & Thomas, Lyn & Fletcher, Mary & Pan, Jiazhu & Marshall, Andrew, 2014. "Assessing the impact of derived behavior information on customer attrition in the financial service industry," European Journal of Operational Research, Elsevier, Elsevier, vol. 236(2), pages 624-633.
  72. Eun-Ju Lee & David Eastwood & Jinkook Lee, 2004. "A Sample Selection Model of Consumer Adoption of Computer Banking," Journal of Financial Services Research, Springer, vol. 26(3), pages 263-275, December.
  73. Eric Helland & Alexander Taberrok, . "Runaway Judges? Selection Effects and the Jury," Claremont Colleges Working Papers 2000-10, Claremont Colleges.
  74. He, Senhui & Fletcher, Stanley M. & Rimal, Arbindra, 2004. "Acceptance Of Irradiated Beef And Its Effect On Beef Consumption," Journal of Food Distribution Research, Food Distribution Research Society, vol. 35(01), March.
  75. Massimiliano Landi & Chun Seng Yip, 2006. "Campaign Tactics and Citizens’ Electoral Decisions," Macroeconomics Working Papers 22462, East Asian Bureau of Economic Research.
  76. Giuseppe Croce & Massimiliano Tancioni, 2007. "Disentangling factors behind training partecipation in Italy," Working Papers 101, University of Rome La Sapienza, Department of Public Economics.
  77. Astebro, Thomas & Bernhardt, Irwin, 2003. "Start-up financing, owner characteristics, and survival," Journal of Economics and Business, Elsevier, Elsevier, vol. 55(4), pages 303-319.
  78. Derrick Reagle & Dominick Salvatore, 2000. "Forecasting Financial Crises in Emerging Market Economies," Open Economies Review, Springer, vol. 11(3), pages 247-259, July.
  79. Marshall, Andrew & Tang, Leilei & Milne, Alistair, 2010. "Variable reduction, sample selection bias and bank retail credit scoring," Journal of Empirical Finance, Elsevier, Elsevier, vol. 17(3), pages 501-512, June.