Estimation of mortgage lending credit risk
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References listed on IDEAS
- James J. Heckman, 1976. "The Common Structure of Statistical Models of Truncation, Sample Selection and Limited Dependent Variables and a Simple Estimator for Such Models," NBER Chapters,in: Annals of Economic and Social Measurement, Volume 5, number 4, pages 475-492 National Bureau of Economic Research, Inc.
- Nivorozhkina, Ludmila & Ovcharova, Lilia & Sinyavskaya, Tatiana, 2013. "Econometric modeling risk of consumer loans," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 30(2), pages 65-76.
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"Bias in estimates of discrimination and default in mortgage lending: the effects of simultaneity and self-selection,"
Federal Reserve Bank of Philadelphia, pages 197-222.
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- James R. Follain, 1990. "Mortgage Choice†," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 18(2), pages 125-144.
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- Brent W. Ambrose & Michael LaCour-Little & Anthony B. Sanders, 2004. "The Effect of Conforming Loan Status on Mortgage Yield Spreads: A Loan Level Analysis," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 32(4), pages 541-569, December.
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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.
- repec:ris:apltrx:0329 is not listed on IDEAS
- Rumyantseva, Ekaterina & Furmanov, Kirill, 2016. "Modeling mortgage survival," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 41, pages 123-143.
More about this item
Keywordscredit risk; mortgage lending; sample selection; endogeneity;
- C36 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Instrumental Variables (IV) Estimation
- D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
- R20 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Household Analysis - - - General
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