메뉴 건너뛰기




Volumn 13, Issue 2, 2007, Pages 153-160

Mortgage delinquency migration: An application of maximum entropy econometrics

Author keywords

[No Author keywords available]

Indexed keywords


EID: 34447576873     PISSN: 10835547     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (2)

References (17)
  • 1
    • 34447531281 scopus 로고    scopus 로고
    • Board of Governors of the Federal Reserve, accessed October 2006
    • Board of Governors of the Federal Reserve. Website accessed October 2006. http://www.federalreserve.gov.
    • Website
  • 2
    • 0000447739 scopus 로고
    • The Determinant of Default on Insured Conventional Residential Loans
    • Campbell, T. and J. Dietrich. The Determinant of Default on Insured Conventional Residential Loans. Journal of Finance 1983, 38, 1569-81.
    • (1983) Journal of Finance , vol.38 , pp. 1569-1581
    • Campbell, T.1    Dietrich, J.2
  • 3
    • 0141798754 scopus 로고    scopus 로고
    • Estimation and Evaluation of Loan Discrimination: An Informational Approach
    • Courchane, M., A. Golan, and D. Nickerson. Estimation and Evaluation of Loan Discrimination: An Informational Approach. Journal of Housing Research, 2000, 11, 67-90.
    • (2000) Journal of Housing Research , vol.11 , pp. 67-90
    • Courchane, M.1    Golan, A.2    Nickerson, D.3
  • 4
    • 27144513482 scopus 로고    scopus 로고
    • Income Volatility and Residential Mortgage Delinquency across the EU
    • Diaz-Serrano, L. Income Volatility and Residential Mortgage Delinquency across the EU. Journal of Housing Economics, 2005, 14, 153-77.
    • (2005) Journal of Housing Economics , vol.14 , pp. 153-177
    • Diaz-Serrano, L.1
  • 5
    • 34447514715 scopus 로고    scopus 로고
    • Federal Deposit Insurance Corporation, accessed October 2006
    • Federal Deposit Insurance Corporation. Website accessed October 2006. http://www.fdic.gov.
    • Website
  • 8
    • 84965633945 scopus 로고
    • The Effects of Race and Age of Housing on Mortgage Delinquency Risk
    • Green, R., and G. von Furstenberg. The Effects of Race and Age of Housing on Mortgage Delinquency Risk. Urban Studies, 1975, 12, 85-9.
    • (1975) Urban Studies , vol.12 , pp. 85-89
    • Green, R.1    von Furstenberg, G.2
  • 9
    • 11944266539 scopus 로고
    • Information Theory and Statistical Mechanics
    • Jaynes, E. Information Theory and Statistical Mechanics. Physics Review, 1957a, 106, 620-30.
    • (1957) Physics Review , vol.106 , pp. 620-630
    • Jaynes, E.1
  • 10
    • 11944275853 scopus 로고
    • Information Theory and Statistical Mechanics II
    • Jaynes, E. Information Theory and Statistical Mechanics II. Physics Review, 1957b, 108, 171-90.
    • (1957) Physics Review , vol.108 , pp. 171-190
    • Jaynes, E.1
  • 11
    • 0348198125 scopus 로고    scopus 로고
    • Entropy and Cross-Entropy Procedures for Estimating Transition Probabilities From Aggregate Data
    • D. Berry, K. Chaloner, and J. Geweke Eds, New York City, NY: John Wiley and Sons, Inc
    • Lee, T., and G. Judge. Entropy and Cross-Entropy Procedures for Estimating Transition Probabilities From Aggregate Data. In: Bayesian Analysis in Statistics and Econometrics. D. Berry, K. Chaloner, and J. Geweke (Eds.), New York City, NY: John Wiley and Sons, Inc., 1996.
    • (1996) Bayesian Analysis in Statistics and Econometrics
    • Lee, T.1    Judge, G.2
  • 13
    • 84987229122 scopus 로고    scopus 로고
    • Morton, T. A Discriminate Function Analysis of Residential Mortgage Delinquency and Foreclosure. Journal of the American Real Estate and Urban Economics Association, 1975, 3, 73-90.
    • Morton, T. A Discriminate Function Analysis of Residential Mortgage Delinquency and Foreclosure. Journal of the American Real Estate and Urban Economics Association, 1975, 3, 73-90.
  • 14
    • 0000493318 scopus 로고
    • Residential Mortgage Default: A Review of the Literature
    • Quercia, R. and M. Stegman. Residential Mortgage Default: A Review of the Literature. Journal of Housing Research, 1992, 3, 341-79.
    • (1992) Journal of Housing Research , vol.3 , pp. 341-379
    • Quercia, R.1    Stegman, M.2
  • 15
    • 84940644968 scopus 로고
    • Mathematical Theory of Communication
    • Shannon, C. A Mathematical Theory of Communication. Bell System Technical Journal, 1948, 24, 379-423.
    • (1948) Bell System Technical Journal , vol.24 , pp. 379-423
    • Shannon, C.A.1
  • 17
    • 9944254598 scopus 로고    scopus 로고
    • Delinquency Risk in Residential ARMs: A Hazard Function Approach
    • Teo, A. Delinquency Risk in Residential ARMs: A Hazard Function Approach. Journal of Real Estate Portfolio Management, 2004, 10, 243-58.
    • (2004) Journal of Real Estate Portfolio Management , vol.10 , pp. 243-258
    • Teo, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.