Works matching DE "HETEROSCEDASTICITY"

Results: 2264

On robust inference in time-series regression.

Published in:

Econometrics Journal, 2025, v. 28, n. 2, p. 131, doi. 10.1093/ectj/utae019

By:

Baillie, Richard T;
Diebold, Francis X;
Kapetanios, George;
Kim, Kun Ho;
Mora, Aaron

Publication type:

Article

Robust Permutation Tests in Linear Instrumental Variables Regression.

Published in:

Journal of the American Statistical Association, 2025, v. 120, n. 550, p. 1294, doi. 10.1080/01621459.2024.2412363

By:

Tuvaandorj, Purevdorj

Publication type:

Article

Efficient Multiple Change Point Detection and Localization For High-Dimensional Quantile Regression with Heteroscedasticity.

Published in:

Journal of the American Statistical Association, 2025, v. 120, n. 550, p. 976, doi. 10.1080/01621459.2024.2392903

By:

Wang, Xianru;
Liu, Bin;
Zhang, Xinsheng;
Liu, Yufeng

Publication type:

Article

Nonparametric Multiple-Output Center-Outward Quantile Regression.

Published in:

Journal of the American Statistical Association, 2025, v. 120, n. 550, p. 818, doi. 10.1080/01621459.2024.2366029

By:

del Barrio, Eustasio;
Sanz, Alberto González;
Hallin, Marc

Publication type:

Article

A METHOD TO IDENTIFY DISPERSION EFFECTS FROM UNREPLICATED MULTILEVEL EXPERIMENTS.

Published in:

Quality & Reliability Engineering International, 1997, v. 13, n. 3, p. 127, doi. 10.1002/(SICI)1099-1638(199705)13:3<127::AID-QRE89>3.0.CO;2-7

By:

BLOMKVIST, OLA;
HYNÉN, ANDERS;
BERGMAN, BO

Publication type:

Article

Sparse Robust Weighted Expectile Screening for Ultra-High-Dimensional Data.

Published in:

Axioms (2075-1680), 2025, v. 14, n. 5, p. 340, doi. 10.3390/axioms14050340

By:

Wu, Xianjun;
Han, Pingping;
Wang, Mingqiu

Publication type:

Article

Robust Bayesian graphical regression models for assessing tumor heterogeneity in proteomic networks.

Published in:

Biometrics, 2025, v. 81, n. 1, p. 1, doi. 10.1093/biomtc/ujae160

By:

Yao, Tsung-Hung;
Ni, Yang;
Bhadra, Anindya;
Kang, Jian;
Baladandayuthapani, Veerabhadran

Publication type:

Article

The role of productivity, wages, demand, and exchange rates on export performance: Evidence from the Turkish manufacturing industry.

Published in:

Economic Journal of Emerging Markets, 2025, v. 17, n. 1, p. 82, doi. 10.20885/ejem.vol17.iss1.art7

By:

Koluman, Ahmet;
Kaplan, Fatih

Publication type:

Article

My, how you've grown: A practical guide to modeling size transitions for integral projection model (IPM) applications.

Published in:

Ecology, 2025, v. 106, n. 5, p. 1, doi. 10.1002/ecy.70088

By:

Miller, Tom E. X.;
Ellner, Stephen P.

Publication type:

Article

The business cycle in Brazil: identification via heteroskedasticity.

Published in:

International Economics & Economic Policy, 2024, v. 21, n. 3, p. 649, doi. 10.1007/s10368-024-00615-x

By:

Giudici, Thiago Drummond de Mendonça;
Lima, Elcyon Caiado Rocha

Publication type:

Article

EQ-5D-5L: a value set for Romania.

Published in:

European Journal of Health Economics, 2023, v. 24, n. 3, p. 399, doi. 10.1007/s10198-022-01481-7

By:

Olariu, Elena;
Mohammed, Wael;
Oluboyede, Yemi;
Caplescu, Raluca;
Niculescu-Aron, Ileana Gabriela;
Paveliu, Marian Sorin;
Vale, Luke

Publication type:

Article

RATIO VARIABLES IN AGGREGATE DATA ANALYSIS.

Published in:

Sociological Methods & Research, 1979, v. 7, n. 4, p. 431, doi. 10.1177/004912417900700405

By:

Bollen, Kenneth A.;
Ward, Sally

Publication type:

Article

THE MEASUREMENT OF LOCAL AUTHORITY STAFFING LEVELS.

Published in:

Public Administration, 1989, v. 67, n. 2, p. 228, doi. 10.1111/j.1467-9299.1989.tb00724.x

By:

Boyne, George A.

Publication type:

Article

Modelling the limit of detection in real-time quantitative PCR.

Published in:

European Food Research & Technology, 2008, v. 226, n. 6, p. 1513, doi. 10.1007/s00217-007-0683-z

By:

M. Burns;
H. Valdivia

Publication type:

Article

SLOPE HEURISTICS AND V-FOLD MODEL SELECTION IN HETEROSCEDASTIC REGRESSION USING STRONGLY LOCALIZED BASES.

Published in:

ESAIM: Probability & Statistics, 2017, v. 21, p. 1, doi. 10.1051/ps/2017005

By:

NAVARRO, FABIEN;
SAUMARD, ADRIEN

Publication type:

Article

Semi-recursive nonparametric identification in the general sense of a nonlinear heteroscedastic autoregression.

Published in:

Automation & Remote Control, 2010, v. 71, n. 2, p. 257, doi. 10.1134/S0005117910020086

By:

Kitaeva, A. V.;
Koshkin, G. M.

Publication type:

Article

Multivariate Welch t-test on distances.

Published in:

Bioinformatics, 2016, v. 32, n. 23, p. 3552, doi. 10.1093/bioinformatics/btw524

By:

Alekseyenko, Alexander V.

Publication type:

Article

Massifquant: open-source Kalman filter-based XC-MS isotope trace feature detection.

Published in:

Bioinformatics, 2014, v. 30, n. 18, p. 2636, doi. 10.1093/bioinformatics/btu359

By:

Conley, Christopher J.;
Smith, Rob;
Torgrip, Ralf J. O.;
Taylor, Ryan M.;
Tautenhahn, Ralf;
Prince, John T.

Publication type:

Article

EFFECT OF AUDIT TENURE AND AUDITOR SWITCHING ON AUDIT DELAY WITH AUDITOR SPECIALIZATION AS MODERATING VARIABLE.

Published in:

Eduvest: Journal Of Universal Studies, 2022, v. 2, n. 3, p. 490, doi. 10.36418/edv.v2i3.348

By:

Colson Tani, Adri Yeanne;
Grahita, Chandrarin;
Diana, Zuhro

Publication type:

Article

The Effect of E-WOM and Consumer Satisfaction on Repurchase Interest in Azarine Sunscreen in Cirebon.

Published in:

Journal Research of Social Science, Economics & Management, 2024, v. 3, n. 10, p. 1873, doi. 10.59141/jrssem.v3i10.653

By:

Shelomita, Shelomita;
Lianie, Anita Putri;
Chilia, Tesya Che;
Hernidatiatin, Lis Tatin

Publication type:

Article

The Influence of Green Human Resource Management on Competitive Advantage: The Role of Green Innovation.

Published in:

Jurnal Riset Akuntansi dan Bisnis Airlangga (JRABA), 2024, v. 9, n. 2, p. 163, doi. 10.20473/jraba.v9i2.61809

By:

Irawati, Agustina;
Rizky, Gia

Publication type:

Article

Inflation, Inflation Uncertainty and a Common European Monetary Policy.

Published in:

Manchester School (1463-6786), 2004, v. 72, n. 2, p. 221, doi. 10.1111/j.1467-9957.2004.00390.x

By:

Fountas, S.;
Ioannidis, A.;
Karanasos, M.

Publication type:

Article

SELECTING FROM AMONGST NON-NESTED CONDITIONAL VARIANCE MODELS: INFORMATION CRITERIA AND PORTFOLIO DETERMINATION.

Published in:

Manchester School (1463-6786), 2002, v. 70, n. 6, p. 747, doi. 10.1111/1467-9957.00323

By:

Brooks, Chris;
Burke, Simon P.

Publication type:

Article

Banking Economic Efficiency In The Deregulation Period: Results From Heteroscedastic Stochastic Frontier Models.

Published in:: Manchester School (1463-6786), 2001, v. 69, n. 6, p. 656, doi. 10.1111/1467-9957.00276
Publication type:: Article

Analysis The Effect of Profitability, Liquidity, Company Size, and Sales Growth on Capital Structure.

Published in:

Journal of Social Science (2720-9938), 2024, v. 5, n. 3, p. 886, doi. 10.46799/jss.v5i3.837

By:

Fauzi, Rahmat;
Elwisam;
Digdowiseiso, Kumba

Publication type:

Article

An Alternative to the 3PL: Using Asymmetric Item Characteristic Curves to Address Guessing Effects.

Published in:

Journal of Educational Measurement, 2018, v. 55, n. 1, p. 90, doi. 10.1111/jedm.12165

By:

Lee, Sora;
Bolt, Daniel M.

Publication type:

Article

Long-Term Timber Contracts in the Southeastern United States: Updating the Primer Valuation Framework.

Published in:

Forest Science, 2020, v. 66, n. 6, p. 653, doi. 10.1093/forsci/fxaa020

By:

Restrepo, Hector I;
Mei, Bin;
Bullock, Bronson P

Publication type:

Article

Estimating a Multilevel Dominant Height--Age Model from Nested Data with Generalized Errors.

Published in:

Forest Science, 2011, v. 57, n. 2, p. 102, doi. 10.1093/forestscience/57.2.102

By:

Yuqing Yang;
Shongming Huang

Publication type:

Article

Effects of Timber Prices, Ownership Objectives, and Owner Characteristics on Timber Supply.

Published in:

Forest Science, 2009, v. 55, n. 6, p. 512, doi. 10.1093/forestscience/55.6.512

By:

Favada, Ibrahim M.;
Karppinen, Heimo;
Kuuluvainen, Jari;
Mikkola, Jarmo;
Stavness, Corinne

Publication type:

Article

Human Capital Investment and Employment Growth in Nigeria.

Published in:

Theory, Methodology, Practice, 2020, v. 16, n. 2, p. 81, doi. 10.18096/TMP.2020.02.08

By:

SAKA, J. O.

Publication type:

Article

The Effect of US Stock Market Uncertainty on Emerging Market Returns.

Published in:

Emerging Markets Finance & Trade, 2017, v. 53, n. 8, p. 1796, doi. 10.1080/1540496X.2016.1180592

By:

Sarwar, Ghulam;
Khan, Walayet

Publication type:

Article

The Determinants of Sukuk Market Development.

Published in:

Emerging Markets Finance & Trade, 2017, v. 53, n. 7, p. 1501, doi. 10.1080/1540496X.2016.1224175

By:

Smaoui, Houcem;
Khawaja, Mohsin

Publication type:

Article

Beta Asymmetry in the Global Stock Markets Following the Subprime Mortgage Crisis.

Published in:

Emerging Markets Finance & Trade, 2016, v. 52, n. 9, p. 2195, doi. 10.1080/1540496X.2015.1068613

By:

Liau, Yung-Shi

Publication type:

Article

Modeling Time-Varying Correlations in Volatility Between BRICS and Commodity Markets.

Published in:

Emerging Markets Finance & Trade, 2016, v. 52, n. 7, p. 1698, doi. 10.1080/1540496X.2016.1143248

By:

Kang, Sang Hoon;
McIver, Ron;
Yoon, Seong-Min

Publication type:

Article

The Random-Walk Hypothesis on the Indian Stock Market.

Published in:

Emerging Markets Finance & Trade, 2015, v. 51, n. 5, p. 879, doi. 10.1080/1540496X.2015.1061380

By:

Mishra, Ankita;
Mishra, Vinod;
Smyth, Russell

Publication type:

Article

The Development of Rating Curve Considering Variance Function Using Pseudo-likelihood Estimation Method.

Published in:

Water Resources Management, 2010, v. 24, n. 2, p. 321, doi. 10.1007/s11269-009-9448-8

By:

Woo Seok Lee;
Kil Seong Lee;
Sang Ug Kim;
Eun-Sung Chung

Publication type:

Article

Compatible taper-volume systems for major tropical species in Mexico.

Published in:

Forestry: An International Journal of Forest Research, 2020, v. 93, n. 1, p. 56, doi. 10.1093/forestry/cpz033

By:

López-Martínez, Jorge Omar;
Vargas-Larreta, Benedicto;
Aguirre-Calderón, Oscar Alberto;
Aguirre-Calderón, Cristóbal Gerardo;
Macario-Mendoza, Pedro Antonio;
Martínez-Salvador, Martín;
Álvarez-González, Juan Gabriel

Publication type:

Article

Use of stump diameter to estimate diameter at breast height and tree volume for major pine species in El Salto, Durango (Mexico).

Published in:

Forestry: An International Journal of Forest Research, 2007, v. 80, n. 1, p. 29, doi. 10.1093/forestry/cpl048

By:

Corral-Rivas, JosÉ Javier;
Barrio-Anta, Marcos;
Aguirre-Calderón, Oscar Alberto;
Dieguez-Aranda, Ulises

Publication type:

Article

Data-Mining Homogeneous Subgroups in Multiple Regression When Heteroscedasticity, Multicollinearity, and Missing Variables Confound Predictor Effects.

Published in:

Advances in Data Science & Adaptive Analysis, 2020, v. 12, n. 2, p. N.PAG, doi. 10.1142/S2424922X20410041

By:

Francoeur, Richard B.

Publication type:

Article

The Odd Log-Logistic Geometric Normal Regression Model with Applications.

Published in:

Advances in Data Science & Adaptive Analysis, 2019, v. 11, n. 1/2, p. N.PAG, doi. 10.1142/S2424922X19500037

By:

Prataviera, Fábio;
Cordeiro, Gauss M.;
Ortega, Edwin M. M.;
Suzuki, Adriano K.

Publication type:

Article

Significant patterns in urban form Spatial analysis of morphological indicators.

Published in:

Revue Internationale de Géomatique, 2017, v. 27, n. 4, p. 455, doi. 10.3166/rig.2017.00045

By:

Fusco, Giovanni;
Araldi, Alessandro

Publication type:

Article

Expected Drawdown Management: An Ex-Ante, Long-Term Approach to Portfolio Construction.

Published in:

Journal of Wealth Management, 2016, v. 18, n. 4, p. 65, doi. 10.3905/jwm.2016.18.4.065

By:

CHI KEONG LEE

Publication type:

Article

GENETIC ALGORITHM APPROACH FOR ESTIMATION OF PARAMETERS OF VECTOR AUTOREGRESSIVE MODELS UNDER HETEROSCEDASTICITY.

Published in:

International Journal of Agricultural & Statistical Sciences, 2017, v. 13, n. 2, p. 615

By:

Yashavanth, B. S.;
Singh, K. N.;
Paul, A. K.

Publication type:

Article

EFFECT OF AUTOCORRELATION ON PERFORMANCE OF THE S CHART.

Published in:

International Journal of Agricultural & Statistical Sciences, 2017, v. 13, n. 2, p. 465

By:

Dargopatil, P. M.;
Ghute, V. B.

Publication type:

Article

Modelling volatility in job loss during the COVID-19 pandemic: The Malaysian case.

Published in:

Cogent Economics & Finance, 2024, v. 12, n. 1, p. 1, doi. 10.1080/23322039.2023.2291886

By:

Habibullah, Muzafar Shah;
Saari, Mohd Yusof;
Maji, Ibrahim Kabiru;
Haji Din, Badariah;
Mohd Saudi, Nur Surayya

Publication type:

Article

Exploring the relationship between exchange rate misalignment uncertainty and economic growth in South Africa.

Published in:

Cogent Economics & Finance, 2023, v. 11, n. 2, p. 1, doi. 10.1080/23322039.2023.2267920

By:

Buthelezi, Eugene Msizi

Publication type:

Article

Collateralised option pricing in a South African context: A Univariate GARCH approach.

Published in:

Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2022.2106631

By:

Venter, Pierre J;
Levendis, Alexis;
Mare, Eben

Publication type:

Article

Firm life cycle and earnings management: The moderating role of state ownership.

Published in:

Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2022.2085260

By:

Khuong, Nguyen Vinh;
Anh, Le Huu Tuan;
Van, Nguyen Thi Hong

Publication type:

Article

Robust tests for ARCH in the presence of a misspecified conditional mean: A comparison of nonparametric approaches.

Published in:

Cogent Economics & Finance, 2021, v. 9, n. 1, p. 1, doi. 10.1080/23322039.2020.1862445

By:

Maki, Daiki;
Ota, Yasushi

Publication type:

Article

Dynamics of bank capital ratios and risk-taking: Evidence from US commercial banks.

Published in:

Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1838693

By:

Abbas, Faisal;
Ali, Shoaib;
McMillan, David

Publication type:

Article