Works matching DE "HETEROSCEDASTICITY"
Results: 2190
FlexiBERT: Are Current Transformer Architectures too Homogeneous and Rigid?
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- Journal of Artificial Intelligence Research, 2023, v. 77, p. 39, doi. 10.1613/jair.1.13942
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Macroeconomic volatility and terrorism incidents in Africa.
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- World Affairs, 2024, v. 187, n. 4, p. 506, doi. 10.1002/waf2.12050
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- Article
Robust Two-Pass Cross-Sectional Regressions: A Minimum Distance Approach.
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- Journal of Financial Econometrics, 2012, v. 10, n. 4, p. 669, doi. 10.1093/jjfinec/nbs006
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Revisiting Several Popular GARCH Models with Leverage Effect: Differences and Similarities.
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- Journal of Financial Econometrics, 2012, v. 10, n. 4, p. 637, doi. 10.1093/jjfinec/nbs003
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Structural Conditional Correlation.
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- Journal of Financial Econometrics, 2010, v. 8, n. 3, p. 392, doi. 10.1093/jjfinec/nbp025
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Shifts in Individual Parameters of a GARCH Model.
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- Journal of Financial Econometrics, 2010, v. 8, n. 1, p. 122, doi. 10.1093/jjfinec/nbp007
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- Article
A Latent Factor Model of Multivariate Conditional Heteroscedasticity.
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- Journal of Financial Econometrics, 2009, v. 7, n. 4, p. 481, doi. 10.1093/jjfinec/nbp016
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- Article
GLOBAL OIL PRICES, OIL INDUSTRY AND EQUITY RETURNS: RUSSIAN EXPERIENCE.
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- Scottish Journal of Political Economy, 2010, v. 57, n. 2, p. 169, doi. 10.1111/j.1467-9485.2010.00512.x
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In search of time-varying term premia in the London interbank market.
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- Scottish Journal of Political Economy, 1995, v. 42, n. 2, p. 152
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Robust Inference in Models Identified via Heteroskedasticity.
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- Review of Economics & Statistics, 2022, v. 104, n. 3, p. 510, doi. 10.1162/rest_a_00963
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Treatment and Spillover Effects Under Network Interference.
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- Review of Economics & Statistics, 2020, v. 102, n. 2, p. 368, doi. 10.1162/rest_a_00818
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ROBUST STANDARD ERRORS IN SMALL SAMPLES: SOME PRACTICAL ADVICE.
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- Review of Economics & Statistics, 2016, v. 98, n. 4, p. 701, doi. 10.1162/REST_a_00552
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- Article
MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE FOR APPROXIMATE FACTOR MODELS OF HIGH DIMENSION.
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- Review of Economics & Statistics, 2016, v. 98, n. 2, p. 298, doi. 10.1162/REST_a_00519
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- Article
A CONDITIONAL-HETEROSKEDASTICITY-ROBUST CONFIDENCE INTERVAL FOR THE AUTOREGRESSIVE PARAMETER.
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- Review of Economics & Statistics, 2014, v. 96, n. 2, p. 376, doi. 10.1162/REST_a_00369
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- Article
ACCESS TO MARKETS AND RURAL POVERTY: EVIDENCE FROM HOUSEHOLD CONSUMPTION IN CHINA.
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- Review of Economics & Statistics, 2013, v. 95, n. 2, p. 682, doi. 10.1162/REST_a_00354
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- Article
IMPROVED JIVE ESTIMATORS FOR OVERIDENTIFIED LINEAR MODELS WITH AND WITHOUT HETEROSKEDASTICITY.
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- Review of Economics & Statistics, 2009, v. 91, n. 2, p. 351, doi. 10.1162/rest.91.2.351
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A MONTE CARLO INVESTIGATION OF THE BOX-COX MODEL AND A NONLINEAR LEAST SQUARES ALTERNATIVE.
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- Review of Economics & Statistics, 1994, v. 76, n. 3, p. 560, doi. 10.2307/2109980
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TESTING FOR SERIAL CORRELATION BY VARIABLE ADDITION IN DYNAMIC MODELS ESTIMATED BY INSTRUMENTAL VARIABLES.
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- Review of Economics & Statistics, 1994, v. 76, n. 3, p. 550, doi. 10.2307/2109979
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INFORMATION-INDUCED HETEROSCEDASTICITY IN PRICE EXPECTATIONS DATA.
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- Review of Economics & Statistics, 1990, v. 72, n. 2, p. 304, doi. 10.2307/2109720
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- Article
SOCIOPOLITICAL INSTABILITY AND THE BEHAVIOR OF SAVINGS IN LESS-DEVELOPED COUNTRIES.
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- Review of Economics & Statistics, 1985, v. 67, n. 4, p. 557, doi. 10.2307/1924799
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SPECIFICATION ERROR IN PROBIT MODELS.
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- Review of Economics & Statistics, 1985, v. 67, n. 1, p. 134, doi. 10.2307/1928444
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BOX-COX ESTIMATION WITH STANDARD ECONOMETRIC PROBLEMS.
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- Review of Economics & Statistics, 1983, v. 65, n. 1, p. 160, doi. 10.2307/1924424
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MISSPECIFICATION, HETEROSCEDASTICITY, AND THE CHOW AND GOLDFELD-QUANDT TESTS.
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- Review of Economics & Statistics, 1982, v. 64, n. 2, p. 314, doi. 10.2307/1924311
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THE DETERMINANTS OF EXECUTIVE SALARIES: AN ECONOMETRIC SURVEY.
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- Review of Economics & Statistics, 1980, v. 62, n. 1, p. 7, doi. 10.2307/1924267
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- Article
ESTIMATION OF ELASTICITY OF SUBSTITUTION IN AMERICAN MANUFACTURING INDUSTRY FROM POOLED CROSS-SECTION AND TIME-SERIES OBSERVATIONS.
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- Review of Economics & Statistics, 1974, v. 56, n. 3, p. 343, doi. 10.2307/1923972
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- Article
On Two-Stage Comparisons with a Control Under Heteroscedastic Normal Distributions.
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- Methodology & Computing in Applied Probability, 2012, v. 14, n. 3, p. 501, doi. 10.1007/s11009-011-9241-z
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- Article
Dynamic and Asymmetric Contagion Reactions of Financial Markets During the Last Subprime Crisis.
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- Computational Economics, 2017, v. 50, n. 2, p. 207, doi. 10.1007/s10614-016-9606-z
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- Article
On Asymmetric Market Model with Heteroskedasticity and Quantile Regression.
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- Computational Economics, 2017, v. 49, n. 1, p. 155, doi. 10.1007/s10614-015-9550-3
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- Article
Bayesian Unit Root Test in Double Threshold Heteroskedastic Models.
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- Computational Economics, 2013, v. 42, n. 4, p. 471, doi. 10.1007/s10614-012-9354-7
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Partially Adaptive Estimation of Interval Censored Regression Models.
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- Computational Economics, 2013, v. 42, n. 1, p. 119, doi. 10.1007/s10614-012-9324-0
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- Article
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence.
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- Computational Economics, 2013, v. 41, n. 2, p. 249, doi. 10.1007/s10614-012-9328-9
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Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity.
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- Computational Economics, 2012, v. 40, n. 1, p. 19, doi. 10.1007/s10614-011-9266-y
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Testing for a Unit Root in a Process Exhibiting a Structural Break in the Presence of GARCH Errors.
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- Computational Economics, 2002, v. 20, n. 3, p. 157, doi. 10.1023/A:1020945428824
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Multisite multivariate modeling of daily precipitation and temperature in the Canadian Prairie Provinces using generalized linear models.
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- Climate Dynamics, 2016, v. 47, n. 9/10, p. 2901, doi. 10.1007/s00382-016-3004-z
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A generalized conditional heteroscedastic model for temperature downscaling.
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- Climate Dynamics, 2014, v. 43, n. 9/10, p. 2629, doi. 10.1007/s00382-014-2076-x
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- Article
An Ensemble System Based on Hybrid EGARCH-ANN with Different Distributional Assumptions to Predict S&P 500 Intraday Volatility.
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- Fluctuation & Noise Letters, 2015, v. 14, n. 1, p. -1, doi. 10.1142/S0219477515500017
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ANALISIS PENGGUNAAN APLIKASI BERBASIS AKUNTANSI PADA PELAKU UMKM SE-KARESIDENAN KEDIRI MELALUI PENDEKATAN TECHNOLOGY ACCEPTANCE MODEL (TAM).
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- Journal of Applied Business & Economics (JABE), 2024, v. 11, n. 1, p. 54
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- Article
The Effect of E-WOM and Consumer Satisfaction on Repurchase Interest in Azarine Sunscreen in Cirebon.
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- Journal Research of Social Science, Economics & Management, 2024, v. 3, n. 10, p. 1873, doi. 10.59141/jrssem.v3i10.653
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- Article
An Alternative to the 3PL: Using Asymmetric Item Characteristic Curves to Address Guessing Effects.
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- Journal of Educational Measurement, 2018, v. 55, n. 1, p. 90, doi. 10.1111/jedm.12165
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- Article
Between- and within-individual variation in activity increases with water temperature in wild perch.
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- Behavioral Ecology, 2016, v. 27, n. 6, p. 1676, doi. 10.1093/beheco/arw090
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- Article
The use of the (Tobit) Model in Studying the Variables affecting the Increase in the Number of People with Systolic Hypertension, in the Presence of the problem of Heterogeneity of Random Error Variance.
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- Journal of Economics & Administrative Sciences, 2024, v. 30, n. 141, p. 510, doi. 10.33095/s8vcxh81
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- Article
Analysis of Models (NAGARCH & APGARCH) by Using Simulations.
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- Journal of Economics & Administrative Sciences, 2022, v. 28, n. 132, p. 62, doi. 10.33095/jeas.v28i132.2272
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- Article
Inconsistency of Bayesian Inference for Misspecified Linear Models, and a Proposal for Repairing It.
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- Bayesian Analysis, 2017, v. 12, n. 4, p. 1069, doi. 10.1214/17-BA1085
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- Article
Improvized implied volatility function and nonparametric approach to unbiased estimation.
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- International Journal of Financial Engineering, 2023, v. 10, n. 1, p. 1, doi. 10.1142/S2424786322500323
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- Article
Can exchange-traded funds be profitably traded with the trading range breakout technical trading rule?
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- International Journal of Financial Engineering, 2022, v. 9, n. 4, p. 1, doi. 10.1142/S242478632250027X
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- Article
一类带有GARCH 类误差项的自回归滑动平均模型f.
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- Journal of Guangxi Normal University - Natural Science Edition, 2022, v. 40, n. 1, p. 195, doi. 10.16088/j.issn.1001-6600.2021083003
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- Article
How do HCCMEs perform in small samples?
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- Turkish Journal of Electrical Engineering & Computer Sciences, 2014, v. 22, n. 2, p. 412, doi. 10.3906/elk-1207-23
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- Article
Estimating the one-repetition maximum on the leg-press exercise in female breast cancer survivors.
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- PeerJ, 2023, p. 1, doi. 10.7717/peerj.16175
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- Article
Validity of the iLOADR app for resistance training monitoring.
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- PeerJ, 2019, p. 1, doi. 10.7717/peerj.7372
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Parametric bootstrap for testing model fitting of threshold and grouped data models: An application to the analysis of calving ease of Bruna dels Pirineus beef cattle.
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- Journal of Animal Science, 2010, v. 88, n. 9, p. 2920, doi. 10.2527/jas.2009-2720
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- Article