The construction of empirical credit scoring rules based on maximization principles
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Toru Kitagawa & Aleksey Tetenov, 2015.
"Who should be treated? Empirical welfare maximization methods for treatment choice,"
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CWP10/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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- Le-Yu Chen & Sokbae Lee, 2016. "Best Subset Binary Prediction," Papers 1610.02738, arXiv.org, revised Nov 2017.
- Halbert White & Karim Chalak, 2008. "Identifying Structural Effects in Nonseparable Systems Using Covariates," Boston College Working Papers in Economics 734, Boston College Department of Economics.
More about this item
KeywordsCredit scoring Binary variables Profit maximization;
StatisticsAccess and download statistics
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