Imputing Borrower Heterogeneity and Dynamics in Mortgage Default Models

Timothy Dombrowski, R. Kelley Pace, Junbo Wang

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)462-487
Number of pages26
JournalJournal of Real Estate Finance and Economics
Volume68
Issue number3
DOIs
StatePublished - Apr 2024

ASJC Scopus Subject Areas

  • Accounting
  • Finance
  • Economics and Econometrics
  • Urban Studies

Keywords

  • Mortgage default
  • Omitted variable bias
  • Ridge regression

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