Imputing borrower heterogeneity and dynamics in mortgage default models
Year of publication: |
2024
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Authors: | Dombrowski, Timothy ; Pace, R. Kelley |
Published in: |
The journal of real estate finance and economics. - New York, NY [u.a.] : Springer Science + Business Media B.V., ISSN 1573-045X, ZDB-ID 2018867-5. - Vol. 68.2024, 3, p. 462-487
|
Subject: | Mortgage default | Omitted variable bias | Ridge regression | Hypothek | Mortgage | Theorie | Theory | Insolvenz | Insolvency | Privater Haushalt | Household | Schätzung | Estimation | Systematischer Fehler | Bias | Regressionsanalyse | Regression analysis | Kreditrisiko | Credit risk |
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