Econometric modeling risk of consumer loans
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References listed on IDEAS
- Lorenzo Cappellari & Stephen P. Jenkins, 2003.
"Multivariate probit regression using simulated maximum likelihood,"
StataCorp LP, vol. 3(3), pages 278-294, September.
- Lorenzo Cappellari & Stephen P. Jenkins, 2003. "Multivariate probit regression using simulated maximum likelihood," United Kingdom Stata Users' Group Meetings 2003 10, Stata Users Group.
- Tamás Bartus, 2005. "Estimation of marginal effects using margeff," Stata Journal, StataCorp LP, vol. 5(3), pages 309-329, September.
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- Ozhegov, Evgeniy, 2017. "Estimating the demand function for differentiated product with endogenous characteristics and heterogeneity of preferences: The case of mortgage loans," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 45, pages 93-115.
- Lozinskaya, Agatha & Ozhegov, Evgeniy, 2014. "Estimation of mortgage lending credit risk," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 35(3), pages 3-17.
More about this item
Keywordscredit risk; credit scoring; bivariate probit model;
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- D14 - Microeconomics - - Household Behavior - - - Household Saving; Personal Finance
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