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  • Search: subject:"Low-documentation"
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Subject
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Low-documentation 2 Mortgage delinquency 2 Out-of-sample prediction 2 Credit risk 1 Estimation 1 Forecast 1 Forecasting model 1 Hypothek 1 Insolvency 1 Insolvenz 1 Kreditrisiko 1 Mortgage 1 Prognose 1 Prognoseverfahren 1 Schätzung 1
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1 Undetermined 1
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Jiang, Wei 2 Nelson, Ashlyn Aiko 2 Vytlacil, Edward 2
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Economics Letters 1 Economics letters 1
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ECONIS (ZBW) 1 RePEc 1
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Delinquency model predictive power among low-documentation loans
Jiang, Wei; Nelson, Ashlyn Aiko; Vytlacil, Edward - In: Economics letters 120 (2013) 2, pp. 171-173
Persistent link: https://www.econbiz.de/10010127798
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Cover Image
Delinquency model predictive power among low-documentation loans
Jiang, Wei; Nelson, Ashlyn Aiko; Vytlacil, Edward - In: Economics Letters 120 (2013) 2, pp. 171-173
, predictive power is attenuated in delinquency models for low-documentation loans, providing suggestive evidence that loan and …
Persistent link: https://www.econbiz.de/10010678838
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