Works matching DE "HETEROSCEDASTICITY"
Results: 2220
Stock Market Integration: Are Risk Premiums of International Assets Equal?
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- Gadjah Mada International Journal of Business, 2014, v. 16, n. 1, p. 39, doi. 10.22146/gamaijb.5466
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- Article
Do bottom-up and independent agricultural cooperatives really perform better? Insights from a technical efficiency analysis in Ethiopia.
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- Agrekon, 2020, v. 59, n. 1, p. 93, doi. 10.1080/03031853.2019.1663223
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- Article
Total Factor Productivity, Intangible Assets and Spatial Dependence in the European Regions.
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- Regional Studies, 2012, v. 46, n. 10, p. 1401, doi. 10.1080/00343404.2010.529288
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- Article
Long-Run Volatility Memory Dynamics and Inter-Market Linkages in GCC Equity Markets: Application of DCC-FIGARCH Models.
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- Review of Middle East Economics & Finance, 2024, v. 20, n. 3, p. 299, doi. 10.1515/rmeef-2024-0018
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- Article
Return predictability in African stock markets
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- Review of Financial Economics, 2003, v. 12, n. 3, p. 247, doi. 10.1016/S1058-3300(02)00073-3
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- Article
Multi-parametric solution-path algorithm for instance-weighted support vector machines.
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- Machine Learning, 2012, v. 88, n. 3, p. 297, doi. 10.1007/s10994-012-5288-5
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- Article
Tree-structured model diagnostics for linear regression.
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- Machine Learning, 2009, v. 74, n. 2, p. 111, doi. 10.1007/s10994-008-5080-8
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- Article
Estimating the VA total health care cost using a semi-parametric heteroscedastic two-part model.
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- Health Services & Outcomes Research Methodology, 2006, v. 6, n. 1/2, p. 69, doi. 10.1007/s10742-006-0007-y
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- Article
Forecasting the Maximum Compensation Offer in the Automobile BI Claims Negotiation Process.
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- Group Decision & Negotiation, 2012, v. 21, n. 5, p. 663, doi. 10.1007/s10726-011-9241-y
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- Article
Weighted weak convergence of the sequential tail empirical process for heteroscedastic time series with an application to extreme value index estimation.
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- Extremes, 2024, v. 27, n. 1, p. 163, doi. 10.1007/s10687-023-00476-8
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- Article
VAD Based on Kernel Smoothed Function of EGARCH Models.
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- Wireless Personal Communications, 2013, v. 72, n. 1, p. 299, doi. 10.1007/s11277-013-1015-1
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- Article
Genetic heteroscedastic models for ordinal traits: application to sheep litter size.
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- Genetics Selection Evolution, 2016, v. 48, p. 1, doi. 10.1186/s12711-016-0202-4
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- Article
A Generalized Bayesian Instrumental Variable Approach under Student t-distributed Errors with Application.
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- Manchester School (1463-6786), 2015, v. 83, n. 5, p. 499, doi. 10.1111/manc.12048
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- Article
NON-LINEAR PREDICTABILITY IN G7 STOCK INDEX RETURNS* NON-LINEAR PREDICTABILITY IN G7 STOCK INDEX RETURNS.
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- Manchester School (1463-6786), 2013, v. 81, n. 4, p. 620, doi. 10.1111/j.1467-9957.2012.02303.x
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- Article
Inflation, Inflation Uncertainty and a Common European Monetary Policy.
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- Manchester School (1463-6786), 2004, v. 72, n. 2, p. 221, doi. 10.1111/j.1467-9957.2004.00390.x
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- Article
SELECTING FROM AMONGST NON-NESTED CONDITIONAL VARIANCE MODELS: INFORMATION CRITERIA AND PORTFOLIO DETERMINATION.
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- Manchester School (1463-6786), 2002, v. 70, n. 6, p. 747, doi. 10.1111/1467-9957.00323
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- Article
Banking Economic Efficiency In The Deregulation Period: Results From Heteroscedastic Stochastic Frontier Models.
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- Manchester School (1463-6786), 2001, v. 69, n. 6, p. 656, doi. 10.1111/1467-9957.00276
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- Article
Symmetric volatility forecast models for crude oil price in Nigeria.
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- Modelling, Measurement & Control. D: Manufacturing, Management, Human & Socio-Economic Problems, 2018, v. 39, n. 1, p. 8, doi. 10.18280/mmc_d.390102
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- Article
Addressing Heteroscedasticity in Correlated Binary Data: A Bayesian Mixed Effects Location Scale Approach.
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- Journal of Biostatistics & Epidemiology, 2023, v. 9, n. 2, p. 257
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- Article
Squaring Things Up with R2: What It Is and What It Can (and Cannot) Tell You.
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- Journal of Analytical Toxicology, 2022, v. 46, n. 4, p. 443, doi. 10.1093/jat/bkab036
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- Article
Corrigendum to: Assessment of Bioanalytical Method Validation Data Utilizing Heteroscedastic Seven-Point Linear Calibration Curves by EZSTATSG1 Customized Microsoft Excel Template.
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- Journal of Analytical Toxicology, 2022, v. 46, n. 2, p. e99, doi. 10.1093/jat/bkab122
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- Article
Assessment of Bioanalytical Method Validation Data Utilizing Heteroscedastic Seven-Point Linear Calibration Curves by EZSTATSG1 Customized Microsoft Excel Template.
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- Journal of Analytical Toxicology, 2021, v. 45, n. 8, p. 772, doi. 10.1093/jat/bkab047
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- Article
Procedure for the Selection and Validation of a Calibration Model II--Theoretical Basis.
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- Journal of Analytical Toxicology, 2017, v. 41, n. 4, p. 269, doi. 10.1093/jat/bkx002
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- Article
基于 VAR 和 EGARCH 的投资者情绪对 股市收益率的影响研究.
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- Journal of Zhejiang University (Science Edition), 2023, v. 50, n. 4, p. 434, doi. 10.3785/j.issn.1008-9497.2023.04.007
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- Article
Discussion on "Assessing Predictability of Environmental Time Series With Statistical and Machine Learning Models".
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- Environmetrics, 2025, v. 36, n. 2, p. 1, doi. 10.1002/env.70001
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- Article
GENETIC ALGORITHM APPROACH FOR ESTIMATION OF PARAMETERS OF VECTOR AUTOREGRESSIVE MODELS UNDER HETEROSCEDASTICITY.
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- International Journal of Agricultural & Statistical Sciences, 2017, v. 13, n. 2, p. 615
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- Article
EFFECT OF AUTOCORRELATION ON PERFORMANCE OF THE S CHART.
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- International Journal of Agricultural & Statistical Sciences, 2017, v. 13, n. 2, p. 465
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- Article
Analyzing Consensus in Personality Judgments: A Variance Components Approach.
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- Journal of Personality, 1993, v. 61, n. 4, p. 769, doi. 10.1111/j.1467-6494.1993.tb00790.x
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- Article
Modeling the Variability of Sydney Harbor Wind Measurements.
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- Journal of Applied Meteorology (1988), 2003, v. 42, n. 8, p. 1131, doi. 10.1175/1520-0450(2003)042<1131:MTVOSH>2.0.CO;2
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- Article
APPROXIMATING FINANCIAL TIME SERIES WITH WAVELETS.
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- Argumenta Oeconomica Cracoviensia, 2017, n. 16, p. 9, doi. 10.15678/AOC.2017.1601
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- Article
STATISTICAL ARBITRAGE: A CRITICAL VIEW.
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- Argumenta Oeconomica Cracoviensia, 2016, n. 15, p. 75, doi. 10.15678/AOC.2016.1505
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- Article
Heat and Violence in the Dallas Field Data: Linearity, Curvilinearity, and Heteroscedasticity.
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- Journal of Applied Social Psychology, 1989, v. 19, n. 17, p. 1479, doi. 10.1111/j.1559-1816.1989.tb01459.x
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- Article
Asymptotic confidence interval for R<sup>2</sup> in multiple linear regression.
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- Statistics, 2025, v. 59, n. 1, p. 1, doi. 10.1080/02331888.2024.2428978
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- Article
The use of aggregate time series for testing conditional heteroscedasticity.
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- Statistics, 2022, v. 56, n. 6, p. 1242, doi. 10.1080/02331888.2022.2134386
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- Article
Inference from heteroscedastic functional data.
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- Journal of Nonparametric Statistics, 2010, v. 22, n. 2, p. 149, doi. 10.1080/10485250903171621
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- Article
Adaptive estimators for nonparametric heteroscedastic regression models.
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- Journal of Nonparametric Statistics, 2009, v. 21, n. 8, p. 991, doi. 10.1080/10485250902993645
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- Article
Spline confidence bands for variance functions.
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- Journal of Nonparametric Statistics, 2009, v. 21, n. 5, p. 589, doi. 10.1080/10485250902811151
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- Article
Sharp non-asymptotic oracle inequalities for non-parametric heteroscedastic regression models.
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- Journal of Nonparametric Statistics, 2009, v. 21, n. 1, p. 1, doi. 10.1080/10485250802504096
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- Article
Estimating and clustering curves in the presence of heteroscedastic errors.
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- Journal of Nonparametric Statistics, 2008, v. 20, n. 7, p. 553, doi. 10.1080/10485250802348742
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- Article
Robust testing for random effects in unbalanced heteroscedastic one-way models.
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- Journal of Nonparametric Statistics, 2008, v. 20, n. 4, p. 305, doi. 10.1080/10485250802018477
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- Article
Rank tests for anova with large number of factor levels.
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- Journal of Nonparametric Statistics, 2004, v. 16, n. 3/4, p. 563, doi. 10.1080/10485250310001624774
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- Article
TESTING HOMOSCEDASTICITY IN NONPARAMETRIC REGRESSION.
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- Journal of Nonparametric Statistics, 2003, v. 15, n. 1, p. 31, doi. 10.1080/10485250306038
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- Article
MEDIAN REGRESSION USING NONPARAMETRIC KERNEL ESTIMATION.
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- Journal of Nonparametric Statistics, 2002, v. 14, n. 5, p. 583, doi. 10.1080/10485250213907
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- Article
EFFICIENT L 1 ESTIMATION AND RELATED INFERENCES IN LINEAR REGRESSION WITH UNKNOWN FORM OF HETEROSCEDASTICITY.
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- Journal of Nonparametric Statistics, 2002, v. 14, n. 5, p. 607, doi. 10.1080/10485250213909
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- Article
Automatic Smoothing and Estimation in Single Index Poisson Regression.
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- Journal of Nonparametric Statistics, 2002, v. 14, n. 3, p. 307, doi. 10.1080/10485250212373
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- Article
Weak convergence of some marked empirical processes: Application to testing heteroscedasticity.
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- Journal of Nonparametric Statistics, 2002, v. 14, n. 3, p. 325, doi. 10.1080/10485250212377
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- Article
Estimation of Some Bilinear Time Series Models with Time Varying Coefficients.
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- Stochastic Analysis & Applications, 2004, v. 22, n. 2, p. 355, doi. 10.1081/SAP-120028595
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- Article
Discussion on “Life and Work of Bhaskar Kumar Ghosh” by Pranab Kumar Sen.
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- Sequential Analysis, 2010, v. 29, n. 1, p. 30, doi. 10.1080/07474940903479383
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- Article
Sequential Design and Estimation in Heteroscedastic Nonparametric Regression.
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- Sequential Analysis, 2007, v. 26, n. 1, p. 3, doi. 10.1080/07474940601109670
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- Article
Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective.
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- Stochastic Models, 2022, v. 38, n. 1, p. 70, doi. 10.1080/15326349.2021.1977141
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- Article