Sample selection in credit-scoring models1
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Murphy, Kevin M & Topel, Robert H, 2002.
"Estimation and Inference in Two-Step Econometric Models,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 88-97, January.
- Murphy, Kevin M & Topel, Robert H, 1985. "Estimation and Inference in Two-Step Econometric Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 3(4), pages 370-379, October.
- Terza, J.V., 1995. "Estmiating Count Data Models with Endogenous Switching and Sample Selection," Papers 4-95-14, Pennsylvania State - Department of Economics.
- Heckman, James, 2013.
"Sample selection bias as a specification error,"
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 31(3), pages 129-137.
- Heckman, James J, 1979. "Sample Selection Bias as a Specification Error," Econometrica, Econometric Society, vol. 47(1), pages 153-161, January.
- William H. Greene, 1994. "Accounting for Excess Zeros and Sample Selection in Poisson and Negative Binomial Regression Models," Working Papers 94-10, New York University, Leonard N. Stern School of Business, Department of Economics.
- William H. Greene, 1992. "A Statistical Model for Credit Scoring," Working Papers 92-29, New York University, Leonard N. Stern School of Business, Department of Economics.
- John M. Abowd & Henry S. Farber, 1982. "Job Queues and the Union Status of Workers," ILR Review, Cornell University, ILR School, vol. 35(3), pages 354-367, April.
- William H. Greene, 1995. "Sample Selection in the Poisson Regression Model," Working Papers 95-06, New York University, Leonard N. Stern School of Business, Department of Economics.
- Poirier, Dale J., 1980. "Partial observability in bivariate probit models," Journal of Econometrics, Elsevier, vol. 12(2), pages 209-217, February.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- William Greene, 2009. "Models for count data with endogenous participation," Empirical Economics, Springer, vol. 36(1), pages 133-173, February.
- Greene, William, 2007.
"Functional Form and Heterogeneity in Models for Count Data,"
Foundations and Trends(R) in Econometrics, now publishers, vol. 1(2), pages 113-218, August.
- William Greene, 2007. "Functional Form and Heterogeneity in Models for Count Data," Working Papers 07-9, New York University, Leonard N. Stern School of Business, Department of Economics.
- Hiroyuki Takeshima & Rajendra Prasad Adhikari & Anjani Kumar, 2016.
"Is Access to Tractor Service a Binding Constraint for Nepali Terai Farmers?,"
Working Papers
id:9604, eSocialSciences.
- Takeshima, Hiroyuki & Adhikari, Rajendra Prasad & Kumar, Anjani, 2016. "Is access to tractor service a binding constraint for Nepali Terai farmers? :," IFPRI discussion papers 1508, International Food Policy Research Institute (IFPRI).
- Aydemir, Abdurrahman, 2002. "Effects of Selection Criteria and Economic Opportunities on the Characteristics of Immigrants," Analytical Studies Branch Research Paper Series 2002182e, Statistics Canada, Analytical Studies Branch.
- William H. Greene & David A. Hensher, 2008. "Modeling Ordered Choices: A Primer and Recent Developments," Working Papers 08-26, New York University, Leonard N. Stern School of Business, Department of Economics.
- William Greene, 2010.
"A stochastic frontier model with correction for sample selection,"
Journal of Productivity Analysis, Springer, vol. 34(1), pages 15-24, August.
- William Greene, 2008. "A Stochastic Frontier Model with Correction for Sample Selection," Working Papers 08-9, New York University, Leonard N. Stern School of Business, Department of Economics.
- Steven F. Venti, 1987.
"Wages in the Federal and Private Sectors,"
NBER Chapters, in: Public Sector Payrolls, pages 147-182,
National Bureau of Economic Research, Inc.
- Steven F. Venti, 1985. "Wages in the Federal and Private Sectors," NBER Working Papers 1641, National Bureau of Economic Research, Inc.
- Agostino, Mariarosaria, 2008. "World Bank Conditional Loans and Private Investment in Recipient Countries," World Development, Elsevier, vol. 36(10), pages 1692-1708, October.
- Asma Hyder, 2007. "Employment Preferences and Length of Job Queues in Pakistan," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 1(4), pages 383-401, December.
- William Greene, 2006. "A General Approach to Incorporating Selectivity in a Model," Working Papers 06-10, New York University, Leonard N. Stern School of Business, Department of Economics.
- Colm Harmon & Claire Finn & Arnaud Chevalier & Tarja Viitanen, 2006. "The economics of early childhood care and education : technical research paper for the National Economic and Social Forum," Open Access publications 10197/671, School of Economics, University College Dublin.
- Przeworski, Adam & Vreeland, James Raymond, 2000. "The effect of IMF programs on economic growth," Journal of Development Economics, Elsevier, vol. 62(2), pages 385-421, August.
- Naoko Shinkai, 2000. "¿De qué manera la seguridad social y el ingreso repercuten en los arreglos de vida de los ancianos? Elementos de juicio de las reformas de México y Uruguay," Research Department Publications 4232, Inter-American Development Bank, Research Department.
- Marra Giampiero & Radice Rosalba, 2017. "A joint regression modeling framework for analyzing bivariate binary data in R," Dependence Modeling, De Gruyter, vol. 5(1), pages 268-294, December.
- Rocholl, Jörg & Puri, Manju & Steffen, Sascha, 2011. "On the importance of prior relationships in bank loans to retail customers," Working Paper Series 1395, European Central Bank.
- Naoko Shinkai, 2000. "How Do Social Security and Income Affect the Living Arrangements of the Elderly? Evidence from Reforms in Mexico and Uruguay," Research Department Publications 4231, Inter-American Development Bank, Research Department.
- Fernando Rios-Avila & Gustavo Canavire-Bacarreza, 2018.
"Standard-error correction in two-stage optimization models: A quasi–maximum likelihood estimation approach,"
Stata Journal, StataCorp LP, vol. 18(1), pages 206-222, March.
- Fernando Rios-Avila & Gustavo J. Canavire-Bacarreza, 2017. "Standard Error Correction in Two-Stage Optimization Models: A Quasi-Maximum Likelihood Estimation Approach," Documentos de Trabajo de Valor Público 15659, Universidad EAFIT.
- William Greene, 2001.
"Estimating Econometric Models With Fixed Effects,"
Working Papers
01-10, New York University, Leonard N. Stern School of Business, Department of Economics.
- Greene, W., 2001. "Estimating Econometric Models with Fixed Effects," New York University, Leonard N. Stern School Finance Department Working Paper Seires 01-10, New York University, Leonard N. Stern School of Business-.
- Christopher J. W. Zorn, 1998. "An Analytic and Empirical Examination of Zero-Inflated and Hurdle Poisson Specifications," Sociological Methods & Research, , vol. 26(3), pages 368-400, February.
- repec:eee:labchp:v:3:y:1999:i:pc:p:3573-3630 is not listed on IDEAS
- Wollni, Meike & Brümmer, Bernhard, 2012.
"Productive efficiency of specialty and conventional coffee farmers in Costa Rica: Accounting for technological heterogeneity and self-selection,"
Food Policy, Elsevier, vol. 37(1), pages 67-76.
- Meike Wollni & Bernhard Brümmer, 2009. "Productive efficiency of specialty and conventional coffee farmers in Costa Rica: Accounting for technological heterogeneity and self-selection," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 13, Courant Research Centre PEG.
Corrections
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:eee:japwor:v:10:y:1998:i:3:p:299-316. See general information about how to correct material in RePEc.
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 CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
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.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/inca/505557 .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.