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Found 56 results for "Heteroscedasticity"

Estimation in conditionally heteroscedastic time series models
Estimation in conditionally heteroscedastic time series mode...

by Daniel Straumann

2005 2 ed.
Econometrics Heteroscedasticity Parameter estimation
A classification of heteroscedasticities
A classification of heteroscedasticities

by John Treble

1981 1 ed.
Stock prices and heteroscedasticity
Stock prices and heteroscedasticity

by Ieuan G. Morgan

1974 1 ed.
Heteroscedasticity in the market model
Heteroscedasticity in the market model

by Gary Grudnitski

1976 1 ed.
Heteroscedasticity Investments Mathematical models
Heteroscedasticity and the market model
Heteroscedasticity and the market model

by Richard J. Rogalski

1975 1 ed.
An asymmetric least squares test of heteroscedasticity
An asymmetric least squares test of heteroscedasticity

by Whitney K. Newey

1984 1 ed.
Alternative tests for heteroscedasticity of disturbances
Alternative tests for heteroscedasticity of disturbances

by K. R. Kadiyala

1981 1 ed.
Heteroscedasticity Regression analysis
Exact small-sample tests for heteroscedasticity
Exact small-sample tests for heteroscedasticity

by Charles M. Beach

1973 1 ed.
Heteroscedasticity
Heteroscedasticity in stock market prices revisited
Heteroscedasticity in stock market prices revisited

by M. F. Omran

1995 1 ed.
Conditional and unconditional heteroscedasticity in the market model
Conditional and unconditional heteroscedasticity in the mark...

by Anil K. Bera

1986 1 ed.
Using heteroscedasticity to estimate the returns to education
Using heteroscedasticity to estimate the returns to educatio...

by Vincent Hogan

2002 1 ed.
Economic aspects Economic aspects of Educa... Education
An illustration of heteroscedasticity in the multiple linear regression model
An illustration of heteroscedasticity in the multiple linear...

by Katherine Lesley Shelton

1985 1 ed.
Noise traders, imitation, and conditional heteroscedasticity in asset returns
Noise traders, imitation, and conditional heteroscedasticity...

by A. S. Hurn

1994 1 ed.
Robustness of four multivariate tests under variance-covariance heteroscedasticity
Robustness of four multivariate tests under variance-covaria...

by Kezhen Linda Tang

1989 1 ed.
Methodology Education Multivariate analysis
Detecting heteroscedasticity in nonparametric regression using daily equity returns
Detecting heteroscedasticity in nonparametric regression usi...

by Nicholas Biekpe

1994 1 ed.
Asymptotic Tests For the Constancy of Regressions in the Heteroscedastic Case
Asymptotic Tests For the Constancy of Regressions in the Het...

by Princeton University. Econometric Research Program.

1978 1 ed.
Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity
Exact non-parametric tests for a random walk with unknown dr...

by Richard Luger

2001 2 ed.
Foreign exchange rates Random walks (Mathematics... Econometric models
A review of autoregressive conditional heteroscedastic (arch)times series models
A review of autoregressive conditional heteroscedastic (arch...

by A. Bashir

1994 1 ed.
Consistency of kernel estimators of heteroscedastic and autocorrelated covariance matrices
Consistency of kernel estimators of heteroscedastic and auto...

by Robert M. de Jong

1996 1 ed.
Autoregressive conditional heteroscedasticity with estimates of the variance of inflationary expectations
Autoregressive conditional heteroscedasticity with estimates...

by R. F. Engle

1979 1 ed.