Table 24.
True value | θ̂(ESD) | θ̂(ESD) | θ̂(ESD) | |
---|---|---|---|---|
| ||||
30 Days | 90 Days | 180 Days | ||
| ||||
State-dep. Prob. | ||||
| ||||
pA1 | 0.90 | 0.905 (0.0017) | 0.905 (0.0020) | 0.906 (0.0024) |
pA2 | 0.10 | 0.095 (0.0017) | 0.095 (0.0020) | 0.094 (0.0024) |
| ||||
pB1 | 0.10 | 0.104 (0.0022) | 0.100 (0.0026) | 0.099 (0.0034) |
pB2 | 0.80 | 0.806 (0.0028) | 0.814 (0.0030) | 0.823 (0.0035) |
pB3 | 0.10 | 0.090 (0.0020) | 0.086 (0.0024) | 0.078 (0.0032) |
| ||||
pC2 | 0.10 | 0.099 (0.0020) | 0.085 (0.0031) | 0.074 (0.0047) |
pC3 | 0.80 | 0.814 (0.0027) | 0.840 (0.0036) | 0.855 (0.0056) |
pC4 | 0.10 | 0.087 (0.0018) | 0.075 (0.0027) | 0.071 (0.0050) |
| ||||
pD3 | 0.10 | 0.105 (0.0028) | 0.103 (0.0046) | 0.093 (0.0083) |
pD4 | 0.90 | 0.895 (0.0028) | 0.897 (0.0046) | 0.907 (0.0083) |