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Heteroscedasticity

28 books found

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by Robert F. Engle

1995 4 ed.
Estimation in conditionally heteroscedastic time series models
Estimation in conditionally heteroscedastic time series mode...

by Daniel Straumann

2005 2 ed.
Heteroskedasticity in Regression
Heteroskedasticity in Regression

by Robert L. Kaufman

2013 2 ed.
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.
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.
Alternative tests for heteroscedasticity of disturbances
Alternative tests for heteroscedasticity of disturbances

by K. R. Kadiyala

1981 1 ed.
Heteroscedasticity in the market model
Heteroscedasticity in the market model

by Gary Grudnitski

1976 1 ed.
Variability of pesticide detections and concentrations in field replicate water samples collected for the National Water-Quality Assessment Program, 1992-97
Variability of pesticide detections and concentrations in fi...

by Jeffrey D Martin

2002 1 ed.
State-space models with regime switching
State-space models with regime switching

by Chang-Jin Kim

1999 1 ed.
Trait? d'?conom?trie financi?re
Trait? d'?conom?trie financi?re

by Fran?ois-?ric Racicot

2001 1 ed.
Variability of pesticide detections and concentrations in field replicate water samples collected for the National Water-Quality Assessment Program, 1992-97
Variability of pesticide detections and concentrations in fi...

by Jeffrey D. Martin

2002 1 ed.
Exact small-sample tests for heteroscedasticity
Exact small-sample tests for heteroscedasticity

by Charles M. Beach

1973 1 ed.
Convenient specification tests for logit and probit models
Convenient specification tests for logit and probit models

by Russell Davidson

1983 1 ed.
Schätzung bei Heteroskedastizität
Schätzung bei Heteroskedastizität

by Rolf Wiegert

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

by Anil K. Bera

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

by Richard Dennis

1996 1 ed.
International evidence on food consumption patterns
International evidence on food consumption patterns

by James L. Seale

2003 1 ed.
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.
Diagnostics for IV regressions
Diagnostics for IV regressions

by Hashem Pesaran

1997 1 ed.
In search of a model that an ARCH-type model may be approximating
In search of a model that an ARCH-type model may be approxim...

by Kim, Chang-Jin.

1990 1 ed.