Bücker, Michael; van Kampen, Maarten; Krämer, Walter - In: Journal of Banking & Finance 37 (2013) 3, pp. 1040-1045
We generalize an empirical likelihood approach to deal with missing data to a model of consumer credit scoring. An application to recent consumer credit data shows that our procedure yields parameter estimates which are significantly different (both statistically and economically) from the case...