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oai:www.ideals.illinois.edu:2142/82963 2023-07-11 col_2142_5131 col_2142_13851 com_2142_5130 com_2142_684 com_2142_397

Paul N. Ellinger Onyeaghala, Raphael Onyema 2015-09-25T20:55:34Z 2015-09-25T20:55:34Z 10000-01-01 2003 2003 Four explanatory variables: DA, wcVFP, ROA, and TDCLR are selected based on different criteria to determine the creditworthiness of borrowers. Predictability of the estimated model for default is compared with the actual data. Classification accuracy is utilized with the discrete models, while RMSE is used with the continuous models. The importance of the estimated models is also examined by the marginal effects of the explanatory variables on the probability of default. Made available in DSpace on 2015-09-25T20:55:34Z (GMT). No. of bitstreams: 2 license.txt: 4848 bytes, checksum: 96035ab3f5e1c23cc7138a224ce498bd (MD5) 3101937.pdf: 9603285 bytes, checksum: ea15beb44ce6ef8bab5da9c9ef152b5f (MD5) Previous issue date: 2003 Embargo set by: Seth Robbins for item 84244 Lift date: Forever Reason: Restricted to the U of I community idenfinitely during batch ingest of legacy ETDs Restricted to the U of I community idenfinitely during batch ingest of legacy ETDs U of I Only 217 p. Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 2003. http://hdl.handle.net/2142/82963 (MiAaPQ)AAI3101937 eng Economics, Agricultural Issues in Credit Risk Assessment in Agricultural Credit Markets text Agricultural Economics Agricultural Economics University of Illinois at Urbana-Champaign Dissertation Ph.D.