Using The Censored Gamma Distribution for Modeling Fractional Response Variables with an Application to Loss Given Default
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- Gurmu, Shiferaw, 1997. "Semi-Parametric Estimation of Hurdle Regression Models with an Application to Medicaid Utilization," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(3), pages 225-243, May-June.
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- Shonkwiler, John Scott & Shaw, W. Douglass, 1996. "Hurdle Count-Data Models In Recreation Demand Analysis," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 21(02), December.
- Chen, Songnian & Khan, Shakeeb, 2001. "Semiparametric Estimation Of A Partially Linear Censored Regression Model," Econometric Theory, Cambridge University Press, vol. 17(03), pages 567-590, June.
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- Tong, Edward N.C. & Mues, Christophe & Thomas, Lyn, 2013. "A zero-adjusted gamma model for mortgage loan loss given default," International Journal of Forecasting, Elsevier, vol. 29(4), pages 548-562.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-11-20 (All new papers)
- NEP-ECM-2010-11-20 (Econometrics)
- NEP-RMG-2010-11-20 (Risk Management)
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