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Sample selection in credit-scoring models1

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  • Greene, William

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  • Greene, William, 1998. "Sample selection in credit-scoring models1," Japan and the World Economy, Elsevier, vol. 10(3), pages 299-316, July.
  • Handle: RePEc:eee:japwor:v:10:y:1998:i:3:p:299-316
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    References listed on IDEAS

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    1. Terza, J.V., 1995. "Estmiating Count Data Models with Endogenous Switching and Sample Selection," Papers 4-95-14, Pennsylvania State - Department of Economics.
    2. Murphy, Kevin M & Topel, Robert H, 2002. "Estimation and Inference in Two-Step Econometric Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 88-97, January.
    3. Heckman, James, 2013. "Sample selection bias as a specification error," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 31(3), pages 129-137.
    4. William H. Greene, 1994. "Accounting for Excess Zeros and Sample Selection in Poisson and Negative Binomial Regression Models," Working Papers 94-10, New York University, Leonard N. Stern School of Business, Department of Economics.
    5. William H. Greene, 1992. "A Statistical Model for Credit Scoring," Working Papers 92-29, New York University, Leonard N. Stern School of Business, Department of Economics.
    6. John M. Abowd & Henry S. Farber, 1982. "Job Queues and the Union Status of Workers," ILR Review, Cornell University, ILR School, vol. 35(3), pages 354-367, April.
    7. William H. Greene, 1995. "Sample Selection in the Poisson Regression Model," Working Papers 95-06, New York University, Leonard N. Stern School of Business, Department of Economics.
    8. Poirier, Dale J., 1980. "Partial observability in bivariate probit models," Journal of Econometrics, Elsevier, vol. 12(2), pages 209-217, February.
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