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Estimation of variance of housing prices using spatial conditional heteroskedasticity (SARCH) model with an application to Boston housing price data
Simlai, Prodosh - In: The quarterly review of economics and finance : journal … 54 (2014) 1, pp. 17-30
Persistent link: https://www.econbiz.de/10010468803
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A joint test for serial correlation and heteroscedasticity in fixed-T panel regression models with interactive effects
Wu, Jianhong - In: Economics letters 197 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012511002
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Analysis of sectors on Nigeria stock market : evidence from correlation, serial correlation, and heteroscedasticity
Emenike, Kalu O. - In: Journal of contemporary economic and business issues 4 (2017) 2, pp. 21-36
, the paper analyzes the returns correlation, serial correlation and heteroscedasticity on the NSE All-share Index, Banking … conditional heteroscedasticity Lagrange multiplier (ARCHLM) techniques in conducting the empirical analysis. Descriptive … from the ACF and LB-Q statistics indicate evidence of serial correlation in majority of the sectors’ returns. Furthermore …
Persistent link: https://www.econbiz.de/10011862130
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Testing conditional uncorrelatedness
Su, Liangjun; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 1, pp. 18-29
Persistent link: https://www.econbiz.de/10003805419
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Identification and estimation using heteroscedasticity without instruments : the binary endogenous regressor
Lewbel, Arthur - 2016
Persistent link: https://www.econbiz.de/10011712374
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An application of directional quantiles to economic data with a multivariate response
Kalina, Jan - In: Serbian journal of management : an international … 15 (2020) 2, pp. 193-203
Persistent link: https://www.econbiz.de/10012418067
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Improvized implied volatility function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar; Zhang, Hailiang; Kanwal, Samra; … - In: International journal of financial engineering 10 (2023) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
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Testing for serial correlation in the presence of conditional heteroskedasticity
Silvapulle, Paramsothy; Evans, Merran - 1993
Persistent link: https://www.econbiz.de/10000878855
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Testing for serial correlation in the presence of conditional heteroskedasticity
Silvapulle, Paramsothy; Evans, Merran - 1993
Persistent link: https://www.econbiz.de/10000142833
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Identification of asymmetric conditional heteroscedasticity in the presence of outliers
Carnero, M. Angeles; Pérez, Ana; Ruiz, Esther - In: SERIEs : Journal of the Spanish Economic Association 7 (2016) 1, pp. 179-201
The identification of asymmetric conditional heteroscedasticity is often based on sample cross-correlations between …
Persistent link: https://www.econbiz.de/10011458810