Iskander Karibzhanov - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T13:42:51+00:00Comparison of Bayesian and Sample Theory Parametric and Semiparametric Binary Response Models
https://www.bankofcanada.ca/2022/07/staff-working-paper-2022-31/
We use graphic processing unit computing to compare Bayesian and sample theory semiparametric binary response models. Our findings show that optimal bandwidth does not outperform regular bandwidth in binary semiparametric models.2022-07-04T11:20:56+00:00enComparison of Bayesian and Sample Theory Parametric and Semiparametric Binary Response Models2022-07-04Credit risk managementEconometric and statistical methodsStaff Working Paper 2022-31https://www.bankofcanada.ca/wp-content/uploads/2022/07/swp2022-31.pdfComparison of Bayesian and Sample Theory Parametric and Semiparametric Binary Response ModelsXiangjin ShenIskander KaribzhanovHiroki TsurumiShiliang LiJuly 2022CC1C14C3C35C5C51C6C63DD1