From: Optimal equity capital requirements for large Swiss banks
Parameter | Estimate | Restricted estimate |
---|---|---|
γ KK | 0.1028 (0.04217) | 0.1371 (0.03618) |
γ Kt | − 0.000554 (0.000513) | – |
Adj. R2 | 0.3557 | 0.3637 |
S.E | 0.01084 | 0.01077 |
Durbin-Watson | 1.2435 | 1.3461 |
Number of observations | 20 | 20 |