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