Comparison of Bayesian and Sample Theory Parametric and Semiparametric Binary Response Models
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More about this item
Keywords
Credit risk management; Econometric and statistical methods transmission;JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- D1 - Microeconomics - - Household Behavior
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DCM-2022-07-25 (Discrete Choice Models)
- NEP-ECM-2022-07-25 (Econometrics)
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