Table 37.
True value | θ̂(ESD) | θ̂(ESD) | θ̂(ESD) | |
---|---|---|---|---|
| ||||
30 Days | 90 Days | 180 Days | ||
| ||||
State-dep. Prob. | ||||
| ||||
pA1 | 0.90 | 0.904 (0.0017) | 0.904 (0.0018) | 0.906 (0.0025) |
pA2 | 0.10 | 0.096 (0.0017) | 0.096 (0.0018) | 0.094 (0.0025) |
| ||||
pB1 | 0.10 | 0.104 (0.0026) | 0.101 (0.0033) | 0.102 (0.0042) |
pB2 | 0.80 | 0.805 (0.0027) | 0.810 (0.0039) | 0.816 (0.0045) |
pB3 | 0.10 | 0.091 (0.0019) | 0.088 (0.0029) | 0.082 (0.0035) |
| ||||
pC2 | 0.10 | 0.097 (0.0021) | 0.083 (0.0028) | 0.073 (0.0052) |
pC3 | 0.80 | 0.813 (0.0025) | 0.838 (0.0039) | 0.854 (0.0061) |
pC4 | 0.10 | 0.090 (0.0020) | 0.079 (0.0030) | 0.073 (0.0048) |
| ||||
pD3 | 0.10 | 0.101 (0.0023) | 0.099 (0.0051) | 0.090 (0.0082) |
pD4 | 0.90 | 0.899 (0.0023) | 0.901 (0.0051) | 0.910 (0.0082) |