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WHAT DO HETEROSKEDASTICITY TES...
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heteroskedasticity
Ökonometrie
6,381
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6,267
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2,081
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Lütkepohl, Helmut
26
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20
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11
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9
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6
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6
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6
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6
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6
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5
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5
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5
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4
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3
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Econometrics
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Stata Journal
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RePEc
162
ECONIS (ZBW)
93
EconStor
71
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1
WHAT DO
HETEROSKEDASTICITY
TESTS
DETECT?.
DUTTA, J.
;
ZAMAN, A.
-
Graduate School of Business, Columbia University
-
1989
Persistent link: https://www.econbiz.de/10005776734
Saved in:
2
PREDICTION IN DYNAMIC MODELS WITH TIME DEPENDENT CONDITIONAL VARIANCES.
BAILLIE, R.T.
;
BOLLERSLEV, R.T.
-
Economics Department, Michigan State University
-
1990
Persistent link: https://www.econbiz.de/10005781229
Saved in:
3
ON THE ROBUSTNESS OF
TESTS
OF OUTLIERS AND FUNCTIONAL FORM.
MCALEER, M.
;
TSE, Y.K.
-
Institute of Social and Economic Research (ISER), Osaka …
-
1989
Persistent link: https://www.econbiz.de/10008469036
Saved in:
4
An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient.
Dufour, J.-M.
;
Hallin, M.
-
Centre Interuniversitaire de Recherche en Économie …
-
1991
Persistent link: https://www.econbiz.de/10005545587
Saved in:
5
ON THE ROBUSTNESS OF
TESTS
OF OUTLIERS AND FUNCTIONAL FORM.
MCALEER, M.
;
TSE, Y.K.
-
Institute of Social and Economic Research (ISER), Osaka …
-
1989
Persistent link: https://www.econbiz.de/10005670077
Saved in:
6
BOOTSTRAPPING HIV/AIDS PROJECTION MODELS: BACK CALCULATION WITH LINEAR INEQUALITY-CONSTRAINTED REGRESSION.
HAY, J.W.
;
WOLAK, F.A.
-
Hoover Institution on War Revolution & Peace, Stanford …
-
1990
Persistent link: https://www.econbiz.de/10005776121
Saved in:
7
CONDITIONAL MOMENT
TESTS
WITH EXPLICIT ALTERNATIVE.
CAMERON, A.C.
;
TRIVEDI, P.K.
-
California Davis - Institute of Governmental Affairs
-
1990
Persistent link: https://www.econbiz.de/10005656824
Saved in:
8
KIMBALL'S INEQUALITY AND BOUNDS
TESTS
FOR COMPARING SEVERAL REGRESSIONS UNDER HETERSKEDASTICITY.
DUFOUR, J.M.
-
Centre Interuniversitaire de Recherche en Économie …
-
1990
Persistent link: https://www.econbiz.de/10005729573
Saved in:
9
PORTFOLIO EFFICIENCY
TESTS
BASED ON STOCHASTIC DOMINANCE AND COINTEGRATION.
SENGUPTA, J.K.
;
PARK, H.S.
-
1990
Persistent link: https://www.econbiz.de/10005664081
Saved in:
10
Local scale models: state space alternative to integrated GARCH processes
Shephard, Neil
-
1994
State space alternative to autoregressive conditional
heteroskedasticity
models are proposed. The initial model, which …: state space alternative to integrated GARCH processes', Journal of
Econometrics
, 60(1-2), 181-202. [Available at http …
Persistent link: https://www.econbiz.de/10009441423
Saved in:
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