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Mixed MNL models for discrete response
McFadden, Daniel; Train, Kenneth - In: Journal of applied econometrics 15 (2000) 5, pp. 447-470
Persistent link: https://www.econbiz.de/10001533548
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The effect of heteroskedasticity on factors affecting stock repurchases
Nandialath, Anup Menon; Da Veiga, Bernardo; … - In: Global business & economics review 16 (2014) 2, pp. 142-156
Persistent link: https://www.econbiz.de/10010495851
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Detecting heteroscedasticity using a non-parametric regression technique
Biekpe, Nicholas - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 24 (2000) 2, pp. 87-95
Persistent link: https://www.econbiz.de/10001517104
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A score test for individual heteroscedasticity in a one-way error components model
Holly, Alberto; Gardiol, Lucien - 1999
Persistent link: https://www.econbiz.de/10001454427
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A new approach to the asymptotics of HAC robust testing in econometrics
Kiefer, Nicholas M.; Vogelsang, Timothy J. - 2000
Persistent link: https://www.econbiz.de/10001458269
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Estimation of a multivariate cointegrated time series model with conditionally heteroskedastic disturbances
Carstensen, Kai - 1999 - (Rev. version)
Persistent link: https://www.econbiz.de/10001465498
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Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang; Spokojnyj, Vladimir G.; Teyssière, … - 2000
Persistent link: https://www.econbiz.de/10001470372
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LM tests in the presence of non-normal error distributions
Furno, Marilena - In: Econometric theory 16 (2000) 2, pp. 249-261
Persistent link: https://www.econbiz.de/10001483372
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A strong consistency proof for heteroskedasticity and autocorrelation consistent covariance matrix estimators
Jong, Robert M. de - In: Econometric theory 16 (2000) 2, pp. 262-268
Persistent link: https://www.econbiz.de/10001483373
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Tail estimation and conditional modeling of heteroscedastic time-series
Paolella, Marc S. - 1999 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001388258