Showing 1 - 10 of 267
, insbesondere der Zeitreihenanalyse liegt. Das Konzept besteht darin, sämtliche wiederkehrenden Aufgaben mit Hilfe von Java …
Persistent link: https://www.econbiz.de/10009467166
Persistent link: https://www.econbiz.de/10009449118
heteroscedasticity and autocorrelation in asset returns are the primary sources of test mis-specification in these linearity …-in-the-mean hypothesis tests. To address this problem, an innovative approach is proposed to control heteroscedasticity and autocorrelation … the theme of the previous two studies, the effects of heteroscedasticity and autocorrelation are examined in the portfolio …
Persistent link: https://www.econbiz.de/10009437793
inefficiencies are sensitive to specification errors. One source of such errors is heteroscedasticity. This paper addresses this … issue by extending the Hadri (1999) correction for heteroscedasticity to stochastic production frontiers and to panel data …. It is argued that heteroscedasticity within an estimation can have a significant effect on results, and that correcting …
Persistent link: https://www.econbiz.de/10009445692
Darbe siekiama aprašyti periodinį ilgos atminties finansinių laiko eilučių elgesį. Remiantis anksčiau sukurtais modeliais, siūlomas h-faktorių Gegenbauer-LARCH modelis, kuris į LARCH tipo proceso sąlyginės dispersijos lygtį įtraukia apibendrintą ilgos atminties filtrą, paremtą...
Persistent link: https://www.econbiz.de/10009479239
This review explores the most appropriate methods of identifying population differences in physiological and anthropometric variables known to differ with body size and other confounding variables. We shall provide an overview of such problems from a historical point of view. We shall then give...
Persistent link: https://www.econbiz.de/10009458973
measure of determinants or heteroscedasticity. Both cases are considered in the empirical sections of this thesis. In the …
Persistent link: https://www.econbiz.de/10009461100
applicationsexhibit heteroscedasticity. The practical importance of detecting heteroscedasticityin regression analysis is widely …
Persistent link: https://www.econbiz.de/10009464098
Das vorliegende Dissertationsprojekt hatte zwei zentrale Schwerpunkte. Den ersten Schwerpunkt bildete die innovative Insolvenzprognosemodellierung für ukrainische Unternehmen.Dafür wurde im Wesentlichen die moderne internationale Standardmethodik zur Insolvenzprognose auf Basis der...
Persistent link: https://www.econbiz.de/10009460748
In many scientific studies, the response variable bears a generalized nonlinear regression relationship with a certain covariate of interest, which may, however, be confounded by other covariates with unknown functional form. We propose a new class of models, the partly parametric generalized...
Persistent link: https://www.econbiz.de/10009466085