Heteroscedasticity

28 books
On the efficiencies of several generalized least squares estimators in a seemingly unrelated regression model and a heteroscedastic modelHiroshi Kurata
⏱ 22m

On the efficiencies of several generalized least squares estimators in a seemingly unrelated regression model and a heteroscedastic model

Hiroshi Kurata

199722 pp.
In search of a model that an ARCH-type model may be approximatingKim, Chang-Jin.
⏱ 18m

In search of a model that an ARCH-type model may be approximating

Kim, Chang-Jin.

199018 pp.
Semiparamteric estimation in the presence of heteroskedasticity of unknown formJeffrey S. Racine
⏱ 31m

Semiparamteric estimation in the presence of heteroskedasticity of unknown form

Jeffrey S. Racine

198931 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.
Trait? d'?conom?trie financi?reFran?ois-?ric Racicot
⏱ 6h 13m

Trait? d'?conom?trie financi?re

Fran?ois-?ric Racicot

2001373 pp.
Heteroskedasticity in stock returnsG. William Schwert
⏱ 16m

Heteroskedasticity in stock returns

G. William Schwert

198916 pp.
Estimation in conditionally heteroscedastic time series modelsDaniel Straumann
⏱ 3h 48m

Estimation in conditionally heteroscedastic time series models

Daniel Straumann

2005228 pp.
State-space models with regime switchingChang-Jin Kim
⏱ 4h 57m

State-space models with regime switching

Chang-Jin Kim

1999297 pp.
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