Generally, would HB estimation for CBC and OLS for CVA be the most recommended way?
If I use HB for estimating individual utility values of CVA and use zero centered diff utility values as the dependent variable, is it less effective than OLS derived ZCDiff utility values?
I read the relevant technical papers and ran both.
Although they seem to present similar results, the utility values are different and I can't seem to decide which one would be better?
Thank you so much for your advice.