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Found 56 results for "Heteroscedasticity"

Semiparametric qualitative response model estimation with instrumental variables and unknown heteroscedasticity
Semiparametric qualitative response model estimation with in...

by Arthur Lewbel

1998 1 ed.
Correcting for heteroscedasticity in regressions where the dependent variable is a logarithm
Correcting for heteroscedasticity in regressions where the d...

by John Treble

1981 1 ed.
Modeling exchange rates
Modeling exchange rates

by Michael A. Hauser

1992 1 ed.
Foreign exchange rates Econometric models Autocorrelation (Statisti...
Autoregressive conditional heteroscedasticity in the Japanese short-term money market rates (Gensaki rates)
Autoregressive conditional heteroscedasticity in the Japanes...

by Ryoichi Kodaira

1994 1 ed.
Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels
Long and short memory conditional heteroscedasticity in esti...

by P.M Robinson

1998 1 ed.
Macroeconomics Statistical methods Econometric models
A heteroscedastic factor model of asset returns and risk premia with time-varying volatility
A heteroscedastic factor model of asset returns and risk pre...

by Mervyn King

1990 1 ed.
Multivariate tests of a continuous time equilibrium arbitrage pricing theory with conditional heteroscedasticity and jumps
Multivariate tests of a continuous time equilibrium arbitrag...

by M. S. Ho

1992 1 ed.
UK construction company failure prediction
UK construction company failure prediction

by Zheng Rong Yang

1997 1 ed.
Exact finite-sample relative efficiency of sub-optimally weighted least squares estimators in models with ordered heteroscedasticity
Exact finite-sample relative efficiency of sub-optimally wei...

by Jerzy Szroeter

1 ed.
On the efficiencies of several generalized least squares estimators in a seemingly unrelated regression model and a heteroscedastic model
On the efficiencies of several generalized least squares est...

by Hiroshi Kurata

1997 1 ed.
Least squares Heteroscedasticity Regression analysis
Robustness of two multivariate tests to variance-covariance heteroscedasticity and nonnormality when total-sample-size-to-variable ratio is small
Robustness of two multivariate tests to variance-covariance ...

by Wen-Ying Lin

1991 1 ed.
Statistical hypothesis te... Multivariate analysis Education
An empirical investigation of the effect of the heteroscedasticity and heterogeneity variance on the analysis of covariance and the Johnson-Neyman technique
An empirical investigation of the effect of the heteroscedas...

by Joyce L Shields

1978 1 ed.
Monte Carlo method Psychometrics Analysis of covariance
ARCH
ARCH

by Robert F. Engle

Traditional econometric models assume a constant one-period forecast variance.

1995 4 ed.
Econometric models Heteroscedasticity
Time series analysis
Time series analysis

by Jonathan D. Cryer

1986 3 ed.
Data processing Minitab Time-series analysis
On the formulation of a general structure for conditional heteroskedasticity
On the formulation of a general structure for conditional he...

by Anil K. Bera

1989 1 ed.
Heteroscedasticity
A data omission rule for the Goldfeld-Quandt Test
A data omission rule for the Goldfeld-Quandt Test

by Richard Dennis

1996 1 ed.
Heteroscedasticity Homoscedasticity
Schätzung bei Heteroskedastizität
Schätzung bei Heteroskedastizität

by Rolf Wiegert

1980 1 ed.
Estimation theory Heteroscedasticity
Information matrix test, parameter heterogeneity and ARCH
Information matrix test, parameter heterogeneity and ARCH

by Anil K. Bera

1989 1 ed.
Autoregression (Statistic... Heteroscedasticity
Diagnostics for IV regressions
Diagnostics for IV regressions

by Hashem Pesaran

1997 1 ed.
Regression analysis Heteroscedasticity
Statistical Inference in Multifractal Random Walk Models for Financial Time Series
Statistical Inference in Multifractal Random Walk Models for...

by Cristina Sattarhoff

2011 2 ed.
Finance, personal Time-series analysis Heteroscedasticity