Hurdle models of repayment behaviour in personal loan contracts
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DOI: 10.1007/s00181-016-1140-2
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More about this item
Keywords
Loan repayment; Panel count data; Binomial thinning; Beta mixture; Hurdle;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
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