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WHAT DO HETEROSKEDASTICITY TES...
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ECONIS (ZBW)
34
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1
Technical efficiency in competing panel data models : a study of Norwegian grain farming
Kumbhakar, Subal
;
Lien, Gudbrand
;
Hardaker, John B.
- In:
Journal of productivity analysis
41
(
2014
)
2
,
pp. 321-337
Persistent link: https://www.econbiz.de/10010478281
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2
Foreign exchange markets and oil prices in Asia
Narayan, Seema
- In:
Journal of Asian economics
28
(
2013
),
pp. 41-50
Persistent link: https://www.econbiz.de/10010400870
Saved in:
3
Time scale and fractionality in financial time series
Sproul, Thomas W.
- In:
Agricultural finance review
76
(
2016
)
1
,
pp. 76-93
Persistent link: https://www.econbiz.de/10011695555
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4
The multifaceted impact of US trade policy on financial markets
Boer, Lukas
;
Menkhoff, Lukas
;
Rieth, Malte
-
2020
autoregression. The model is identified via event day
heteroskedasticity
. We find that restrictive US trade policy shocks affect US …
Persistent link: https://www.econbiz.de/10012424229
Saved in:
5
Efficient maximum likelihood estimation of spatial autoregressive models with normal but heteroskedastic disturbances
Yokoi, Takahisa
-
2010
Likelihood functions of spatial autoregressive models with normal but heteroskedastic disturbances have been already derived [Anselin (1988, ch.6)]. But there is no implementation for maximum likelihood estimation of these likelihood functions in general (heteroskedastic disturbances) cases....
Persistent link: https://www.econbiz.de/10012171653
Saved in:
6
Heteroskedastic proxy vector autoregressions
Lütkepohl, Helmut
;
Schlaak, Thore
-
2021
-
This version: December 15, 2020
heteroskedasticity
is occasionally allowed for in inference, it is typically taken for granted that the impact effects of the structural …
Persistent link: https://www.econbiz.de/10013330658
Saved in:
7
Two approaches to reasoning from evidence or what
econometrics
can learn from biomedical research
Reiss, Julian
- In:
The journal of economic methodology
22
(
2015
)
3
,
pp. 373-390
Persistent link: https://www.econbiz.de/10011386636
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8
Financial data science : the birth of a new financial research paradigm complementing
econometrics
?
Brooks, Chris
;
Hoepner, Andreas G. F.
;
McMillan, David G.
; …
- In:
The European journal of finance
25
(
2019
)
17
,
pp. 1627-1636
Persistent link: https://www.econbiz.de/10012207132
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9
Resource allocation by the banking system
Battilossi, Stefano
;
Gigliobianco, Guiseppe
;
Marinelli, …
- In:
The Oxford handbook of the Italian economy since …
,
(pp. 485-515)
.
2013
Persistent link: https://www.econbiz.de/10009734407
Saved in:
10
Computational tools in econometric modeling for macroeconomics and finance
Dufrénot, Gilles
;
Jawadi, Fredj
- In:
Economic modelling
34
(
2013
),
pp. 1-4
Persistent link: https://www.econbiz.de/10010360630
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