A ridge bootstrap method for analyzing APT effects on the mortgage loan market
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DOI: 10.1016/j.econmod.2012.09.044
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- Mofya-Mukuka, Rhoda & Abdulai, Awudu, 2013. "Effects of Policy Reforms on Price Transmission in Coffee Markets: Evidence from Zambia and Tanzania," Food Security Collaborative Working Papers 171870, Michigan State University, Department of Agricultural, Food, and Resource Economics.
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More about this item
Keywords
Ridge regression; Shrinkage parameters; Asymmetric price transmission effects; Monte Carlo simulation; Block bootstrapping;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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