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Estimating the long rate and its volatility
Annaert, Jan
;
Claes, Anouk G.P.
;
Ceuster, Marc J.K. De
; …
- In:
Economics Letters
129
(
2015
)
C
,
pp. 100-102
longest observable rate and its volatility is a 2-dimensional grid search conditioned on the
ridge
regression suggested by …
Persistent link: https://www.econbiz.de/10011263439
Saved in:
2
Bayesian endogeneity bias modeling
Montes-Rojas, Gabriel
;
Galvao, Antonio F.
- In:
Economics Letters
122
(
2014
)
1
,
pp. 36-39
as a method-of-moments estimator and in a
Ridge
penalized regression framework. We show the estimator’s relation to a …
Persistent link: https://www.econbiz.de/10010729448
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