Jiang, Wei; Nelson, Ashlyn Aiko; Vytlacil, Edward - In: Economics Letters 120 (2013) 2, pp. 171-173
-of-sample prediction criterion and compare predictive power of delinquency models over time and across loans of different documentation …, predictive power is attenuated in delinquency models for low-documentation loans, providing suggestive evidence that loan and …