Heteroscedasticity

27 books
ARCHRobert F. Engle
⏱ 7h 4m

ARCH

Robert F. Engle

1995424 pp.
Exact small-sample tests for heteroscedasticityCharles M. Beach
⏱ 13m

Exact small-sample tests for heteroscedasticity

Charles M. Beach

197313 pp.
On the formulation of a general structure for conditional heteroskedasticityAnil K. Bera
⏱ 29m

On the formulation of a general structure for conditional heteroskedasticity

Anil K. Bera

198929 pp.
A data omission rule for the Goldfeld-Quandt TestRichard Dennis
⏱ 10m

A data omission rule for the Goldfeld-Quandt Test

Richard Dennis

199610 pp.
Alternative tests for heteroscedasticity of disturbancesK. R. Kadiyala
⏱ 13m

Alternative tests for heteroscedasticity of disturbances

K. R. Kadiyala

198113 pp.
Schätzung bei HeteroskedastizitätRolf Wiegert
⏱ 2h 47m

Schätzung bei Heteroskedastizität

Rolf Wiegert

1980167 pp.
Information matrix test, parameter heterogeneity and ARCHAnil K. Bera
⏱ 17m

Information matrix test, parameter heterogeneity and ARCH

Anil K. Bera

198917 pp.
Diagnostics for IV regressionsHashem Pesaran
⏱ 17m

Diagnostics for IV regressions

Hashem Pesaran

199717 pp.
Statistical Inference in Multifractal Random Walk Models for Financial Time SeriesCristina Sattarhoff
⏱ 1h 42m

Statistical Inference in Multifractal Random Walk Models for Financial Time Series

Cristina Sattarhoff

2011102 pp.
Heteroscedasticity in the market modelGary Grudnitski
⏱ 14m

Heteroscedasticity in the market model

Gary Grudnitski

197614 pp.
International evidence on food consumption patternsJames L. Seale

International evidence on food consumption patterns

James L. Seale

2003No page data
Forecasting transaction ratesR. F. Engle
⏱ 45m

Forecasting transaction rates

R. F. Engle

199445 pp.
Heteroskedasticity in RegressionRobert L. Kaufman
⏱ 1h 52m

Heteroskedasticity in Regression

Robert L. Kaufman

2013112 pp.
Sources of monetary growth uncertainty and economic activityKim, Chang-Jin.
⏱ 24m

Sources of monetary growth uncertainty and economic activity

Kim, Chang-Jin.

199024 pp.
Convenient specification tests for logit and probit modelsRussell Davidson
⏱ 29m

Convenient specification tests for logit and probit models

Russell Davidson

198329 pp.
Contemporaneous aggregation of GARCH processesPaolo Zaffaroni
⏱ 52m

Contemporaneous aggregation of GARCH processes

Paolo Zaffaroni

200252 pp.
The semiparametric approach to the estimation of systems of equations models in the presence of heteroskedasticity of unknown formJeffrey S. Racine
⏱ 22m

The semiparametric approach to the estimation of systems of equations models in the presence of heteroskedasticity of unknown form

Jeffrey S. Racine

198922 pp.
Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticityRichard Luger
⏱ 25m

Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity

Richard Luger

200125 pp.
Variability of pesticide detections and concentrations in field replicate water samples collected for the National Water-Quality Assessment Program, 1992-97Jeffrey D. Martin
⏱ 1h 24m

Variability of pesticide detections and concentrations in field replicate water samples collected for the National Water-Quality Assessment Program, 1992-97

Jeffrey D. Martin

200284 pp.
Hedging options in a GARCH environmentR. F. Engle
⏱ 26m

Hedging options in a GARCH environment

R. F. Engle

199426 pp.
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