What is at stake in the construction and use of credit scores?
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Volume (Year): 29 (2007)
Issue (Month): 2 (March)
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- Lo, Andrew W., 1986. "Logit versus discriminant analysis : A specification test and application to corporate bankruptcies," Journal of Econometrics, Elsevier, vol. 31(2), pages 151-178, March.
- Garry F. Barrett & Stephen G. Donald, 2003. "Consistent Tests for Stochastic Dominance," Econometrica, Econometric Society, vol. 71(1), pages 71-104, January.
- Russell Davidson, 2006. "Stochastic Dominance," Departmental Working Papers 2006-19, McGill University, Department of Economics.
- Bardos, M. & Stili, D., 2006. "Risk contagion through defaults on trade bills," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 06, pages 49-71, Winter.
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