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ich, dass sich heteroskedasticity gegenüber heteroscedasticity 2001 als bevorzugte Schreibweise durchsetzte und, mit …Using digitized texts scanned by Google and subjected to optical character recognition, I show that heteroskedasticity … overtook heteroscedasticity as the preferred spelling in 2001 and has continued to dominate, except for 2005, up to 2008. The …
Persistent link: https://www.econbiz.de/10010287411
Using digitized texts scanned by Google and subjected to optical character recognition, I show that heteroskedasticity … overtook heteroscedasticity as the preferred spelling in 2001 and has continued to dominate, except for 2005, up to 2008. The …
Persistent link: https://www.econbiz.de/10009385738
Using digitized texts scanned by Google and subjected to optical character recognition, I show that heteroskedasticity … overtook heteroscedasticity as the preferred spelling in 2001 and has continued to dominate, except for 2005, up to 2008. The …
Persistent link: https://www.econbiz.de/10010798436
Persistent link: https://www.econbiz.de/10010515831
Persistent link: https://www.econbiz.de/10011377722
generalized autoregressive conditional heteroscedasticity (GARCH) models are applied. Macroeconomic shocks (GDP, ZEW, IFO, factory …
Persistent link: https://www.econbiz.de/10011317142
Persistent link: https://www.econbiz.de/10010417141
Persistent link: https://www.econbiz.de/10010417731
Persistent link: https://www.econbiz.de/10011406788
This paper considers statistical inference for the heteroscedastic varying coefficient model. We propose an efficient estimator for coefficient functions that is more efficient than the conventional local-linear estimator. We establish asymptotic normality for the proposed estimator and conduct...
Persistent link: https://www.econbiz.de/10011297551