Scoring bank loans that may go wrong: a case study
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- J.S. Cramer, 2000. "Scoring Bank Loans that may go wrong: A Case Study," Tinbergen Institute Discussion Papers 00-090/4, Tinbergen Institute.
References listed on IDEAS
- Franses, Ph.H.B.F. & Slagter, E. & Cramer, J.S., 1999. "Censored regression analysis in large samples with many zero observations," Econometric Institute Research Papers EI 9939-A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Manski, Charles F & Lerman, Steven R, 1977. "The Estimation of Choice Probabilities from Choice Based Samples," Econometrica, Econometric Society, vol. 45(8), pages 1977-1988, November.
- Hausman, J. A. & Abrevaya, Jason & Scott-Morton, F. M., 1998. "Misclassification of the dependent variable in a discrete-response setting," Journal of Econometrics, Elsevier, vol. 87(2), pages 239-269, September.
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- Ha-Thu Nguyen, 2015. "How is credit scoring used to predict default in China?," EconomiX Working Papers 2015-1, University of Paris Nanterre, EconomiX.
- Annemiek Vuren & Daniel Vuuren, 2007.
"Financial Incentives in Disability Insurance in the Netherlands,"
Springer, vol. 155(1), pages 73-98, March.
- Annemiek van Vuren & Daniël van Vuuren, 2005. "Financial incentives in disability insurance in the Netherlands," CPB Discussion Paper 45, CPB Netherlands Bureau for Economic Policy Analysis.
- J.S. Cramer, 2005. "Omitted Variables and Misspecified Disturbances in the Logit Model," Tinbergen Institute Discussion Papers 05-084/4, Tinbergen Institute.
- Medema, Lydian & Koning, Ruud H. & Lensink, Robert, 2009. "A practical approach to validating a PD model," Journal of Banking & Finance, Elsevier, vol. 33(4), pages 701-708, April.
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