On the Robustness of Racial Disrcimination Findings in Motgage Lending Studies
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References listed on IDEAS
- Judith Clarke & Marsha Courchane, 2004. "Implications of Stratified Sampling for Fair Lending Binary Logit Models," The Journal of Real Estate Finance and Economics, Springer, vol. 30(1), pages 5-31, October.
- Jason Dietrich, 2005. "The effects of sampling strategies on the small sample properties of the logit estimator," Journal of Applied Statistics, Taylor & Francis Journals, vol. 32(6), pages 543-554.
- Russell Davidson & James MacKinnon, 2000. "Bootstrap tests: how many bootstraps?," Econometric Reviews, Taylor & Francis Journals, vol. 19(1), pages 55-68.
- Jason Dietrich, 2005. "Under-specified Models and Detection of Discrimination: A Case Study of Mortgage Lending," The Journal of Real Estate Finance and Economics, Springer, vol. 31(1), pages 83-105, August.
- Kennedy, Peter E, 2002. " Sinning in the Basement: What Are the Rules? The Ten Commandments of Applied Econometrics," Journal of Economic Surveys, Wiley Blackwell, vol. 16(4), pages 569-589, September.
- Blackburn, McKinley L. & Vermilyea, Todd, 2004. "Racial disparities in bank-specific mortgage lending models," Economics Letters, Elsevier, vol. 85(3), pages 379-383, December.
- Calem, Paul S & Longhofer, Stanley D, 2002. "Anatomy of a Fair Lending Exam: The Uses and Limitations of Statistics," The Journal of Real Estate Finance and Economics, Springer, vol. 24(3), pages 207-237, May.
More about this item
KeywordsLogit; Mortgage lending discrimination; Fair lending; Stratified sampling; Binary response; Semiparametric maximum likelihood; Pseudo log-likelihood; Profile log-likelihood; Bootstrapping;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-09-23 (All new papers)
- NEP-BAN-2006-09-23 (Banking)
- NEP-FMK-2006-09-23 (Financial Markets)
- NEP-URE-2006-09-23 (Urban & Real Estate Economics)
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