Article ID Journal Published Year Pages File Type
5089589 Journal of Banking & Finance 2013 6 Pages PDF
Abstract
► New approach to deal with missing data in a model of consumer credit scoring. ► Parameter estimates change significantly if we take refused credit into account. ► Forecasts of defaults derived from the new method improve upon standard ones.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Reject inference in consumer credit scoring with nonignorable missing data
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