Econometric modeling risk of consumer loans
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References listed on IDEAS
- repec:ags:stataj:116115 is not listed on IDEAS
- Tamás Bartus, 2005. "Estimation of marginal effects using margeff," Stata Journal, StataCorp LP, vol. 5(3), pages 309-329, September.
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- Cappellari, Lorenzo & Jenkins, Stephen P., 2003. "Multivariate probit regression using simulated maximum likelihood," Stata Journal, StataCorp LP, vol. 3(3), pages 1-17.
- Lorenzo Cappellari & Stephen P. Jenkins, 2003. "Multivariate probit regression using simulated maximum likelihood," United Kingdom Stata Users' Group Meetings 2003 10, Stata Users Group.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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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