Sample selection in credit-scoring models

Japan and the World Economy

Volumn 10, Issue 3, 1998, Pages 299-316

  Greene, William ^a  

^a NEW YORK UNIVERSITY   (United States)

Author keywords

Poisson regression; Probit; Sample selection

Indexed keywords

EID: 0039758355     PISSN: 09221425     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0922-1425(98)00030-9     Document Type: Article

References (11)

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4. Greene, W., 1997. Econometric Analysis, 3rd ed., Prentice Hall, Englewood Cliffs, New Jersey.
5. Greene, W., 1995c. Sample selection in the poisson regression model, Department of Economics, Stern School of Business, New York University, Working Paper No. EC-95-6.
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11. Terza, J., 1995. Estimating count data models with endogenous switching: Sample selection and endogenous treatment effects, Department of Economics. Penn State University, Working Paper No. 4-94-14, forthcoming, Journal of Econometrics.