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Does reject inference really improve the performance of application scoring models?

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  • Crook, Jonathan
  • Banasik, John

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  • 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.
  • Handle: RePEc:eee:jbfina:v:28:y:2004:i:4:p:857-874
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    References listed on IDEAS

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    1. James J. Heckman, 2001. "Micro Data, Heterogeneity, and the Evaluation of Public Policy: Nobel Lecture," Journal of Political Economy, University of Chicago Press, vol. 109(4), pages 673-748, August.
    2. Reichert, Alan K & Cho, Chien-Ching & Wagner, George M, 1983. "An Examination of the Conceptual Issues Involved in Developing Credit-scoring Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 1(2), pages 101-114, April.
    3. Boyes, William J. & Hoffman, Dennis L. & Low, Stuart A., 1989. "An econometric analysis of the bank credit scoring problem," Journal of Econometrics, Elsevier, vol. 40(1), pages 3-14, January.
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    Cited by:

    1. Charitou, Andreas & Dionysiou, Dionysia & Lambertides, Neophytos & Trigeorgis, Lenos, 2013. "Alternative bankruptcy prediction models using option-pricing theory," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2329-2341.
    2. 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.
    3. repec:pal:jorsoc:v:61:y:2010:i:3:d:10.1057_jors.2008.180 is not listed on IDEAS
    4. Pulina, Manuela & Paba, Antonello, 2010. "A discrete choice approach to model credit card fraud," MPRA Paper 20019, University Library of Munich, Germany.
    5. Crook, Jonathan N. & Edelman, David B. & Thomas, Lyn C., 2007. "Recent developments in consumer credit risk assessment," European Journal of Operational Research, Elsevier, vol. 183(3), pages 1447-1465, December.
    6. Banasik, John & Crook, Jonathan, 2007. "Reject inference, augmentation, and sample selection," European Journal of Operational Research, Elsevier, vol. 183(3), pages 1582-1594, December.
    7. Ha-Thu Nguyen, 2016. "Reject inference in application scorecards: evidence from France," EconomiX Working Papers 2016-10, University of Paris Nanterre, EconomiX.
    8. Wu, I-Ding & Hand, David J., 2007. "Handling selection bias when choosing actions in retail credit applications," European Journal of Operational Research, Elsevier, vol. 183(3), pages 1560-1568, December.
    9. Lieli, Robert P. & White, Halbert, 2010. "The construction of empirical credit scoring rules based on maximization principles," Journal of Econometrics, Elsevier, vol. 157(1), pages 110-119, July.
    10. Dorfleitner, G. & Just-Marx, S. & Priberny, C., 2017. "What drives the repayment of agricultural micro loans? Evidence from Nicaragua," The Quarterly Review of Economics and Finance, Elsevier, vol. 63(C), pages 89-100.
    11. repec:pal:jorsoc:v:56:y:2005:i:9:d:10.1057_palgrave.jors.2602017 is not listed on IDEAS
    12. Kiefer, Nicholas M. & Larson, C. Erik, 2006. "Specification and Informational Issues in Credit Scoring," Working Papers 06-11, Cornell University, Center for Analytic Economics.
    13. João Fernandes, 2005. "Corporate Credit Risk Modeling: Quantitative Rating System And Probability Of Default Estimation," Finance 0505013, EconWPA.
    14. repec:pal:jorsoc:v:58:y:2007:i:10:d:10.1057_palgrave.jors.2602306 is not listed on IDEAS

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