Search Results - subject:"Variances"

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Zafra, Marc Saez; Rodríguez, Jorge V. Pérez - In: Estudios de Economía Aplicada 2 (1994) Diciembre, pp. 71-106

the concept, the assumptions and the models that explain the temporal behaviour of the conditional variances. The paper …

Persistent link: https://www.econbiz.de/10005737036

Davidson, James - Suntory and Toyota International Centres for Economics … - 1993

A multivariate invariance principle is given for dependent processes exhibiting trending variances and other types of …

Persistent link: https://www.econbiz.de/10010720251

Manoukian, E.; Maurais, J.; Ouimet, R. - In: Metrika 33 (1986) 1, pp. 275-289

Persistent link: https://www.econbiz.de/10005178955

Cohen, Ayala - In: Psychometrika 51 (1986) 3, pp. 379-391

Persistent link: https://www.econbiz.de/10005603273

Taylor, Stephen J.; Kingsman, Brian G. - In: Australian Journal of Management 4 (1979) 2, pp. 135-149

variances differ substantially. There are important consequences for conventional autocorrelation tests, which falsely assume a …

Persistent link: https://www.econbiz.de/10010769377