Table 34.
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 (0.0021) | 0.906 (0.0025) |
pA2 | 0.10 | 0.095 (0.0017) | 0.095 (0.0021) | 0.094 (0.0025) |
| ||||
pB1 | 0.10 | 0.104 (0.0020) | 0.101 (0.0030) | 0.098 (0.0042) |
pB2 | 0.80 | 0.807 (0.0026) | 0.814 (0.0037) | 0.823 (0.0042) |
pB3 | 0.10 | 0.089 (0.0019) | 0.085 (0.0026) | 0.078 (0.0033) |
| ||||
pC2 | 0.10 | 0.099 (0.0019) | 0.085 (0.0030) | 0.075 (0.0043) |
pC3 | 0.80 | 0.814 (0.0022) | 0.840 (0.0035) | 0.856 (0.0054) |
pC4 | 0.10 | 0.087 (0.0018) | 0.075 (0.0029) | 0.069 (0.0042) |
| ||||
pD3 | 0.10 | 0.105 (0.0027) | 0.103 (0.0043) | 0.095 (0.0087) |
pD4 | 0.90 | 0.895 (0.0027) | 0.897 (0.0043) | 0.905 (0.0087) |