Estimation of default probabilities using incomplete contracts data
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- J. M. R. Murteira & Joao M. C. Santos Silva, 2000. "Estimation of Default Probabilities Using Incomplete Contracts Data," Econometric Society World Congress 2000 Contributed Papers 1121, Econometric Society.
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Citations
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Cited by:
- Marshall, Andrew & Tang, Leilei & Milne, Alistair, 2010. "Variable reduction, sample selection bias and bank retail credit scoring," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 501-512, June.
- Pedro Portugal & José Varejão, 2022.
"Why do firms use fixed-term contracts?,"
Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 21(3), pages 401-421, September.
- José Varejão & Pedro Portugal, 2003. "Why Do Firms Use Fixed-Term Contracts?," CEF.UP Working Papers 0310, Universidade do Porto, Faculdade de Economia do Porto.
- Portugal, Pedro & Varejão, José, 2009. "Why Do Firms Use Fixed-Term Contracts?," IZA Discussion Papers 4380, Institute of Labor Economics (IZA).
- Pedro Portugal & José Varejão, 2003. "Why do Firms Use Fixed-Term Contracts?," Working Papers w200308, Banco de Portugal, Economics and Research Department.
- Santos Silva, J.M.C. & Tenreyro, Silvana & Wei, Kehai, 2014.
"Estimating the extensive margin of trade,"
Journal of International Economics, Elsevier, vol. 93(1), pages 67-75.
- Santos Silva, Joao M C & Tenreyro, Silvana & Wei, Kehai, 2012. "Estimating the Extensive Margin of Trade," Economics Discussion Papers 8969, University of Essex, Department of Economics.
- Santos Silva, Joao & Tenreyro, Silvana & Wei, Kehai, 2014. "Estimating the extensive margin of trade," LSE Research Online Documents on Economics 55937, London School of Economics and Political Science, LSE Library.
- Santos Silva, J.M.C & Tenreyro, Silvana & Wei, Kehai, 2015. "Estimating the Extensive Margin of Trade," CEPR Discussion Papers 10787, C.E.P.R. Discussion Papers.
- Harald Oberhofer & Michael Pfaffermayr, 2014.
"Two-Part Models for Fractional Responses Defined as Ratios of Integers,"
Econometrics, MDPI, vol. 2(3), pages 1-22, September.
- Harald Oberhofer & Michael Pfaffermayr, 2014. "Two-Part Models for Fractional Responses Defined as Ratios of Integers," WIFO Working Papers 472, WIFO.
- Enrico De Giorgi, 2002. "An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios," Risk and Insurance 0209001, University Library of Munich, Germany, revised 09 Sep 2002.
- repec:esx:essedp:721 is not listed on IDEAS
- José M. R. Murteira & Joaquim J. S. Ramalho, 2016.
"Regression Analysis of Multivariate Fractional Data,"
Econometric Reviews, Taylor & Francis Journals, vol. 35(4), pages 515-552, April.
- Joaquim José dos Santos Ramalho, 2013. "Regression Analysis of Multivariate Fractional Data," CEFAGE-UE Working Papers 2013_05, University of Evora, CEFAGE-UE (Portugal).
- José M. R. Murteira & Mário A. G. Augusto, 2017. "Hurdle models of repayment behaviour in personal loan contracts," Empirical Economics, Springer, vol. 53(2), pages 641-667, September.
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Keywords
Beta-binomial distribution Credit scoring Population drift;Statistics
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