Bayesian Methods for Improving Credit Scoring Models
Download full text from publisher
References listed on IDEAS
- Zellner, Arnold & Rossi, Peter E., 1984. "Bayesian analysis of dichotomous quantal response models," Journal of Econometrics, Elsevier, vol. 25(3), pages 365-393, July.
- Grunert, Jens & Norden, Lars & Weber, Martin, 2005.
"The role of non-financial factors in internal credit ratings,"
Journal of Banking & Finance,
Elsevier, vol. 29(2), pages 509-531, February.
- Grunert, Jens & Norden, Lars & Weber, Martin, 2002. "The Role of Non-financial Factors in Internal Credit Ratings," CEPR Discussion Papers 3415, C.E.P.R. Discussion Papers.
- Shumway, Tyler, 2001. "Forecasting Bankruptcy More Accurately: A Simple Hazard Model," The Journal of Business, University of Chicago Press, vol. 74(1), pages 101-124, January.
More about this item
KeywordsCredit Scoring; Bayesian Inference; Bankruptcy Prediction;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-06-05 (All new papers)
- NEP-CMP-2005-06-05 (Computational Economics)
- NEP-ECM-2005-06-05 (Econometrics)
- NEP-FIN-2005-06-05 (Finance)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wpa:wuwpfi:0505024. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (EconWPA). General contact details of provider: https://econwpa.ub.uni-muenchen.de .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.