Works matching DE "HETEROSCEDASTICITY"

Results: 2285

Threshold Expectile Regressions With an Unknown Threshold for Dependent Data.

Published in:

Oxford Bulletin of Economics & Statistics, 2025, v. 87, n. 4, p. 815, doi. 10.1111/obes.12655

By:

Zhang, Feipeng;
Tu, Yundong

Publication type:

Article

Bagging-based heteroscedasticity-adjusted ridge estimators in the linear regression model.

Published in:

Kuwait Journal of Science, 2025, v. 52, n. 3, p. 1, doi. 10.1016/j.kjs.2025.100412

By:

Shabbir, Maha;
Chand, Sohail;
Dar, Irum Sajjad

Publication type:

Article

Multivariate Stochastic Volatility with Co-Heteroscedasticity.

Published in:

Studies in Nonlinear Dynamics & Econometrics, 2025, v. 29, n. 3, p. 265, doi. 10.1515/snde-2023-0056

By:

Chan, Joshua;
Doucet, Arnaud;
León-González, Roberto;
Strachan, Rodney W.

Publication type:

Article

Türkiye'de Sanayi Üretim Endeksini Etkileyen Faktörlerin Analizi.

Published in:

International Journal of Economic & Social Research, 2025, v. 21, n. 1, p. 20

By:

BOLAT, İsmet

Publication type:

Article

THE SPILLOVER AND LEVERAGE EFFECTS OF EQUITY EXCHANGE-TRADED NOTES (ETN<sub>S</sub>).

Published in:

Global Economy Journal, 2019, v. 19, n. 3, p. N.PAG, doi. 10.1142/S2194565919500131

By:

CHEN, JO-HUI;
DIAZ, JOHN FRANCIS

Publication type:

Article

Do Tax Havens Really Flourish?

Published in:

Global Economy Journal, 2012, v. 12, n. 3, p. -1, doi. 10.1515/1524-5861.1850

By:

Blanco, Luisa R.;
Rogers, Cynthia L.

Publication type:

Article

Technical efficiency of organic pasture farming in Germany: The role of location economics and of specific knowledge.

Published in:

Renewable Agriculture & Food Systems, 2012, v. 27, n. 3, p. 228, doi. 10.1017/S1742170511000330

By:

Lakner, S.;
von Cramon-Taubadel, S.;
Brümmer, B.

Publication type:

Article

THE EFFECTS OF DERIVATIVES ON THE STOCK MARKET VOLATILITY: The Case of the French Stock Exchange.

Published in:

International Journal of Finance, 2012, v. 24, n. 4, p. 7501

By:

Ayadi, Shiraz

Publication type:

Article

JUMP, NON-NORMAL ERROR DISTRIBUTION AND STOCK PRICE VOLATILITY.

Published in:

International Journal of Finance, 2007, v. 19, n. 4, p. 4604

By:

Rahman, Mohammad Masudur;
Ara, Laila Arjuman;
Zheng Long Zhen

Publication type:

Article

Comment on "Forbidden Knowledge and Specialized Training: A Versatile Solution for the Two Main Sources of Overfitting in Linear Regression," by Rohlfs (2023).

Published in:

American Statistician, 2024, v. 78, n. 1, p. 131, doi. 10.1080/00031305.2023.2277156

By:

Christensen, Ronald

Publication type:

Article

A Heteroscedastic Generalized Extreme Value Discrete Choice Model.

Published in:

Sociological Methods & Research, 2000, v. 29, n. 1, p. 118, doi. 10.1177/0049124100029001006

By:

Langche Zeng

Publication type:

Article

An Introduction to Bootstrap Methods.

Published in:

Sociological Methods & Research, 1989, v. 18, n. 2/3, p. 243, doi. 10.1177/0049124189018002003

By:

Stine, Robert

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 Great Moderation and the Relationship between Output Growth and Its Volatility.

Published in:

Southern Economic Journal, 2008, v. 74, n. 3, p. 819, doi. 10.1002/j.2325-8012.2008.tb00866.x

By:

Wen-Shwo Fang;
Millert, Stephen M.

Publication type:

Article

Investors' Uncertainty and Forecasting Stock Market Volatility.

Published in:

Journal of Behavioral Finance, 2022, v. 23, n. 3, p. 327, doi. 10.1080/15427560.2020.1867551

By:

Liu, Ruipeng;
Gupta, Rangan

Publication type:

Article

Maximum Likelihood and Restricted Likelihood Solutions in Multiple-Method Studies.

Published in:

Journal of Research of the National Institute of Standards & Technology, 2011, v. 116, n. 1, p. 539, doi. 10.6028/jres.116.004

By:

Rukhin, Andrew L.

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:

Mukhopadhyay, Nitis;
Solanky, Tumulesh

Publication type:

Article

Estimating the VA total health care cost using a semi-parametric heteroscedastic two-part model.

Published in:

Health Services & Outcomes Research Methodology, 2006, v. 6, n. 1/2, p. 69, doi. 10.1007/s10742-006-0007-y

By:

Zhou, X.;
Qin, G.;
Maciejewski, M.

Publication type:

Article

On Valuing Participating Life Insurance Contracts with Conditional Heteroscedasticity.

Published in:

Asia-Pacific Financial Markets, 2007, v. 14, n. 3, p. 255, doi. 10.1007/s10690-007-9062-9

By:

Tak Kue Siu;
Lau, John W.;
Hailiang Yang

Publication type:

Article

The volume–volatility relationship and the opening of the Korean stock market to foreign investors after the financial turmoil in 1997.

Published in:

Asia-Pacific Financial Markets, 2005, v. 12, n. 3, p. 245, doi. 10.1007/s10690-006-9024-7

By:

Kim, J.;
Kartsaklas, A.;
Karanasos, M.

Publication type:

Article

Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility.

Published in:

Asia-Pacific Financial Markets, 2005, v. 12, n. 3, p. 199, doi. 10.1007/s10690-006-9023-8

By:

McMillan, David;
Speight, Alan

Publication type:

Article

Critical evaluation and recalculation of current systematic reviews with meta-analysis on the effects of acute and chronic stretching on passive properties and passive peak torque.

Published in:

European Journal of Applied Physiology, 2024, v. 124, n. 11, p. 3153, doi. 10.1007/s00421-024-05564-6

By:

Warneke, Konstantin;
Lohmann, Lars Hubertus;
Plöschberger, Gerit;
Konrad, Andreas

Publication type:

Article

Robust augmented estimation for hourly PM2.5 using heteroscedastic spatiotemporal models.

Published in:

Stochastic Environmental Research & Risk Assessment, 2024, v. 38, n. 4, p. 1423, doi. 10.1007/s00477-023-02628-5

By:

Song, Yanan;
Wu, Jinran;
Fu, Liya;
Wang, You-Gan

Publication type:

Article

An improved long short-term memory network for streamflow forecasting in the upper Yangtze River.

Published in:

Stochastic Environmental Research & Risk Assessment, 2020, v. 34, n. 9, p. 1313, doi. 10.1007/s00477-020-01766-4

By:

Zhu, Shuang;
Luo, Xiangang;
Yuan, Xiaohui;
Xu, Zhanya

Publication type:

Article

Modelling random uncertainty of eddy covariance flux measurements.

Published in:

Stochastic Environmental Research & Risk Assessment, 2019, v. 33, n. 3, p. 725, doi. 10.1007/s00477-019-01664-4

By:

Vitale, Domenico;
Papale, Dario;
Bilancia, Massimo

Publication type:

Article

Reproduction of secondary data in projection pursuit transformation.

Published in:

Stochastic Environmental Research & Risk Assessment, 2017, v. 31, n. 10, p. 2585, doi. 10.1007/s00477-016-1363-y

By:

Manchuk, John;
Barnett, Ryan;
Deutsch, Clayton

Publication type:

Article

Modelling collocation uncertainty of 3D atmospheric profiles.

Published in:

Stochastic Environmental Research & Risk Assessment, 2015, v. 29, n. 2, p. 417, doi. 10.1007/s00477-014-0890-7

By:

Ignaccolo, Rosaria;
Franco-Villoria, Maria;
Fassò, Alessandro

Publication type:

Article

Genetic heteroscedastic models for ordinal traits: application to sheep litter size.

Published in:

Genetics Selection Evolution, 2016, v. 48, p. 1, doi. 10.1186/s12711-016-0202-4

By:

Fathallah, Samira;
Bodin, Loys;
David, Ingrid

Publication type:

Article

Two-Step Estimation in a Heteroscedastic Linear Regression Model.

Published in:

Journal of Mathematical Sciences, 2018, v. 231, n. 2, p. 206, doi. 10.1007/s10958-018-3816-y

By:

Linke, Yu. Yu.

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

Heteroscedastic watermark detector in the contourlet domain.

Published in:

IET Computer Vision (Wiley-Blackwell), 2019, v. 13, n. 3, p. 249, doi. 10.1049/iet-cvi.2018.5254

By:

Amirmazlaghani, Maryam

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

Spatiotemporal methods for estimating subsurface ocean thermal response to tropical cyclones.

Published in:

Advances in Statistical Climatology, Meteorology & Oceanography (ASCMO), 2024, v. 10, n. 2, p. 69, doi. 10.5194/ascmo-10-69-2024

By:

Hu, Addison J.;
Kuusela, Mikael;
Lee, Ann B.;
Giglio, Donata;
Wood, Kimberly M.

Publication type:

Article

The Impact of Consumer-Company Relationships on Brand Loyalty.

Published in:

Management: Journal of Sustainable Business & Management Solutions in Emerging Economies, 2020, v. 25, n. 2, p. 53, doi. 10.7595/management.fon.2019.0016

By:

Bakator, Mihalj;
Đorđević, Dejan;
Ćoćkalo, Dragan;
Bogetić, Srđan

Publication type:

Article

基于 VAR 和 EGARCH 的投资者情绪对股市收益率的影响研究.

Published in:

Journal of Zhejiang University (Science Edition), 2023, v. 50, n. 4, p. 434, doi. 10.3785/j.issn.1008-9497.2023.04.007

By:

高振斌;
梁兴碧

Publication type:

Article

Neglected biological patterns in the residuals.

Published in:

Behavioral Ecology & Sociobiology, 2011, v. 65, n. 12, p. 2361, doi. 10.1007/s00265-011-1254-7

By:

Cleasby, Ian;
Nakagawa, Shinichi

Publication type:

Article

Technical note: A method for assigning animals to treatment groups with unequal count per group that equalizes mean animal weight among groups.

Published in:

Journal of Animal Science, 2015, v. 93, n. 9, p. 4575, doi. 10.2527/jas.2015-9326

By:

Epplin, F. M.;
Haankuku, C.;
Horn, G. W.

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:

Tarrés, J.;
Fina, M.;
Piedrafita, J.

Publication type:

Article

Effect of zilpaterol hydrochloride supplementation on cutability and subprimal yield of beef steer carcasses.

Published in:

Journal of Animal Science, 2010, v. 88, n. 5, p. 1817, doi. 10.2527/jas.2009-2386

By:

Hilton, G. G.;
Garmyn, A. J.;
Lawrence, T. E.;
Miller, M. F.;
Brooks, J. C.;
Montgomery, T. H.;
Griffin, D. B.;
VanOverbeke, D. L.;
Elam, N. A.;
Nichols, W. T.;
Streeter, M. N.;
Hutcheson, J. P.;
Allen, D. M.;
Yates, D. A.

Publication type:

Article

Breeding and Genetics: Genetics Methodology I.

Published in:: 2004
Publication type:: Abstract

Conservation Characteristics Among Determinants of Residential Property Value.

Published in:

Journal of Consumer Research, 1984, v. 11, n. 1, p. 564, doi. 10.1086/208992

By:

Longstreth, Molly;
Coveney, Anne R.;
Bowers, Jean S.

Publication type:

Article

Lévy Process-Driven Asymmetric Heteroscedastic Option Pricing Model and Empirical Analysis.

Published in:

Discrete Dynamics in Nature & Society, 2018, p. 1, doi. 10.1155/2018/6042830

By:

Zhang, Gaoxun;
Zheng, Yi;
Zhang, Honglei;
Xie, Xinchen

Publication type:

Article

A maximum statistic for the one-sided location-scale alternative in the two-stage design.

Published in:

Statistical Methods & Applications, 2025, v. 34, n. 1, p. 91, doi. 10.1007/s10260-024-00775-9

By:

Murakami, Hidetoshi;
Neuhäuser, Markus

Publication type:

Article

Alternative fixed-effects panel model using weighted asymmetric least squares regression.

Published in:

Statistical Methods & Applications, 2023, v. 32, n. 3, p. 819, doi. 10.1007/s10260-023-00692-3

By:

Barry, Amadou;
Oualkacha, Karim;
Charpentier, Arthur

Publication type:

Article

Single index quantile regression for censored data.

Published in:

Statistical Methods & Applications, 2019, v. 28, n. 4, p. 655, doi. 10.1007/s10260-019-00450-4

By:

Christou, Eliana;
Akritas, Michael G.

Publication type:

Article

Heterogeneity, school-effects and the North/South achievement gap in Italian secondary education: evidence from a three-level mixed model.

Published in:

Statistical Methods & Applications, 2017, v. 26, n. 1, p. 157, doi. 10.1007/s10260-016-0363-x

By:

Agasisti, Tommaso;
Ieva, Francesca;
Paganoni, Anna

Publication type:

Article

Influence diagnostic analysis in the possibly heteroskedastic linear model with exact restrictions.

Published in:

Statistical Methods & Applications, 2016, v. 25, n. 2, p. 227, doi. 10.1007/s10260-015-0329-4

By:

Liu, Shuangzhe;
Leiva, Víctor;
Ma, Tiefeng;
Welsh, Alan

Publication type:

Article

Wild bootstrap tests for unit root in ESTAR models.

Published in:

Statistical Methods & Applications, 2015, v. 24, n. 3, p. 475, doi. 10.1007/s10260-014-0289-0

By:

Maki, Daiki

Publication type:

Article