Credit scoring: Statistical issues and evidence from credit-bureau files

@article{2000_AveryBosticCalemCanner, abstract = {Although credit scoring offers benefits to lenders and borrowers, its use raises important statistical issues that may affect the ability of scoring systems to accurately quantify an individual's credit risk. The evidence from a national sample of credit-bureau records suggests that concerns about omitted-variable bias may be justified, as local economic factors show significant correlations with credit scores.}, author = {Avery, R. B. and Bostic, R. W. and Calem, P. S. and Canner, G. B.}, citeulike-article-id = {648865}, journal = {Real Estate Economics}, keywords = {consumer, credit}, number = {3}, pages = {523--547}, posted-at = {2006-05-18 17:54:47}, priority = {0}, title = {Credit scoring: Statistical issues and evidence from credit-bureau files}, volume = {28}, year = {2000} }

TY - JOUR ID - 2000_AveryBosticCalemCanner L3 - citeulike-article-id:648865 N2 - Although credit scoring offers benefits to lenders and borrowers, its use raises important statistical issues that may affect the ability of scoring systems to accurately quantify an individual's credit risk. The evidence from a national sample of credit-bureau records suggests that concerns about omitted-variable bias may be justified, as local economic factors show significant correlations with credit scores. IS - 3 JF - Real Estate Economics EP - 547 TI - Credit scoring: Statistical issues and evidence from credit-bureau files VL - 28 SP - 523 KW - consumer KW - credit AU - Avery, RB AU - Bostic, RW AU - Calem, PS AU - Canner, GB PY - 2000/// ER -