Comparison of Parametric and Semi-Parametric Binary Response Models
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- Gregory Connor & Thomas Flavin, 2013. "Irish Mortgage Default Optionality," Economics, Finance and Accounting Department Working Paper Series n243-13.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
More about this item
KeywordsSemi-parametric binary response models; Markov Chain Monte Carlo algorithms; Kernel densities; Optimal bandwidth; Receiver operating characteristic curve;
- 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
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-07-20 (All new papers)
- NEP-DCM-2013-07-20 (Discrete Choice Models)
- NEP-ECM-2013-07-20 (Econometrics)
- NEP-ORE-2013-07-20 (Operations Research)
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