2 citations · 3 across the 3 of their papers we have counts for
4 papers
Estimation of a Factor-Augmented Linear Model with Applications Using Student Achievement Data
Matthew Harding, Carlos Lamarche, Chris Muris
In many longitudinal settings, economic theory does not guide practitioners on the type of restrictions that must be imposed to solve the rotational indeterminacy of factor-augment…
Managers versus Machines: Do Algorithms Replicate Human Intuition in Credit Ratings?
Matthew Harding, Gabriel F. R. Vasconcelos
We use machine learning techniques to investigate whether it is possible to replicate the behavior of bank managers who assess the risk of commercial loans made by a large commerci…
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…
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…