John Watkins, Andrey Vasnev, and Richard Gerlach, "Multiple Event 
Incidence and Duration Analysis for Credit Data Incorporating 
Non-Stochastic Loan Maturity", Journal of Applied Econometrics, 
Vol. 29, No. 4, 2014, pp. 627-648.

The data used in this paper contain application information and 
performance outcomes for funded unsecured personal loans. The data are 
the property of an Australian financial institution, which does not 
permit access to anyone other than employees; hence the data cannot be 
lodged here. The financial institution also wishes to remain anonymous,
resulting in the omission of the institution's name from the printed 
article.

The variables used in our study and the sample selection criteria used 
to build modelling and forecasting data sets are described in Sections 
4.3 to 4.5 of the paper. Descriptive statistics on the variables have 
not been included, as they were deemed confidential.

The code for the likelihood function is the property of the authors and 
will be shared at their discretion. Please contact the corresponding 
author to request access to the MatLab code.

Please address any questions to:

  Andrey L. Vasnev
  The University of Sydney Business School
  Room 480, Merewether building (H04)
  NSW 2006, Australia
  Email: andrey.vasnev [AT] sydney.edu.au