Hiroki Tsurumi

Author

Staff working papers

Comparison of Bayesian and Sample Theory Parametric and Semiparametric Binary Response Models

Staff Working Paper 2022-31 Xiangjin Shen, Iskander Karibzhanov, Hiroki Tsurumi, Shiliang Li
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.
Content Type(s): Staff research, Staff working papers Research Topic(s): Credit risk management, Econometric and statistical methods JEL Code(s): C, C1, C14, C3, C35, C5, C51, C6, C63, D, D1

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