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Adverse selection and moral hazard effects in the mortgage market : an empirical analysis
Martin, Robert E. - In: Southern economic journal 57 (1991) 4, pp. 1071-1084
Persistent link: https://www.econbiz.de/10001105499
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A general Lagrangian approach for non-concave moral hazard problems
Araújo, Aloísio Barboza de; Moreira, Humberto - In: Journal of mathematical economics 35 (2001) 1, pp. 17-39
Persistent link: https://www.econbiz.de/10001555492
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Market choice and effective demand for credit : roles of borrower transaction costs and rationing constraint
Chung, Inuk - In: Journal of economic development 20 (1995) 2, pp. 23-44
Persistent link: https://www.econbiz.de/10001209301
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Credit rationing and threshold effects in the relation between money and output
Galbraith, John W. - In: Journal of applied econometrics 11 (1996) 4, pp. 419-429
Persistent link: https://www.econbiz.de/10001202515
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Borrower transaction costs and credit rationing in rural financial markets : the Philippine case
Guia-Abiad, Virginia de - In: The developing economies 31 (1993) 2, pp. 208-219
Persistent link: https://www.econbiz.de/10001150165
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Reale Effekte von unvollkommenen Kapitalmärkten : eine empirische Studie der Konsumfunktion
Flaig, Gebhard - In: Makroökonomik unvollkommener Märkte, (pp. 257-274). 1993
Persistent link: https://www.econbiz.de/10001284359
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Kreditrationierung in Entwicklungsländern : empirische Ergebnisse für den marokkanischen Kreditmarkt
Oulad-Youssef, Nordin - 1999
Persistent link: https://www.econbiz.de/10001374415
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Borrower transaction cost and credit rationing in rural financial markets : the Philippine case
Guia-Abiad, Virginia de - In: The Philippine review of economics and business : a … 28 (1991) 1, pp. 39-55
Persistent link: https://www.econbiz.de/10001136826
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Identification and estimation of dynamic structural models with unobserved choices
Hu, Yingyao; Xin, Yi - 2020
This paper develops identification and estimation methods for dynamic structural models when agents' actions are unobserved by econometricians. We provide conditions under which choice probabilities and latent state transition rules are nonparametrically identified with a continuous state...
Persistent link: https://www.econbiz.de/10012271085
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Identification and estimation of dynamic structural models with unobserved choices
Hu, Yingyao; Xin, Yi - 2019
This paper develops identification and estimation methods for dynamic structural models when agents' actions are unobserved by econometricians. We provide conditions under which choice probabilities and latent state transition rules are nonparametrically identified with a continuous state...
Persistent link: https://www.econbiz.de/10012019994