A ridge bootstrap method for analyzing APT effects on the mortgage loan market
Pär Sjölander
| Year of publication: |
2013
|
|---|---|
| Authors: | Sjölander, Pär |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 30.2013, p. 844-855
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| Subject: | Ridge regression | Shrinkage parameters | Asymmetric price transmission effects | Monte Carlo simulation | Block bootstrapping | Bootstrap-Verfahren | Bootstrap approach | Monte-Carlo-Simulation | Hypothek | Mortgage | Theorie | Theory | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009708788