Leightner, Jonathan Edward - In: Journal of risk and financial management : JRFM 15 (2022) 6, pp. 1-13
Using the same data set, a researcher can obtain very different reduced form estimates just by assuming different macroeconomic models. Reiterative Truncated Projected Least Squares (RTPLS) or Variable Slope Generalized Least Squares (VSGLS) can be used to estimate total derivatives that are not...
