2 papers
econ.GN2021
Predicting Mortality from Credit Reports
Giacomo De Giorgi, Matthew Harding, Gabriel Vasconcelos
Data on hundreds of variables related to individual consumer finance behavior (such as credit card and loan activity) is routinely collected in many countries and plays an importan…
econ.EM2018
A Panel Quantile Approach to Attrition Bias in Big Data: Evidence from a Randomized Experiment
Matthew Harding, Carlos Lamarche
This paper introduces a quantile regression estimator for panel data models with individual heterogeneity and attrition. The method is motivated by the fact that attrition bias is…