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Pan, Bing
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Yang, Zhenlin
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81
An analysis of labour productivity in wholesaling : using panel data and allowing for
heteroskedasticity
Dalen, J. van
;
Koerts, Johan
;
Thurik, Adriaan R.
-
1989
Persistent link: https://www.econbiz.de/10000133015
Saved in:
82
LUB for the covariance matrix of a GLSE in regression with applications to an SUR model and a heteroscedastic model
Kurata, Hiroshi
;
Kariya, Takeaki
-
1994
Persistent link: https://www.econbiz.de/10000148127
Saved in:
83
Fourth moment structure of the GARCH (p, q) process
He, Changli
;
Teräsvirta, Timo
-
1997
Persistent link: https://www.econbiz.de/10000960148
Saved in:
84
Testing for
heteroskedasticity
and predictice failure in linear regression models
Godfrey, L. G.
- In:
Oxford bulletin of economics and statistics
70
(
2008
)
3
,
pp. 415-429
Persistent link: https://www.econbiz.de/10003712671
Saved in:
85
UK stock market inefficiencies and the risk premium
Dēmos, Antōnēs A.
;
Vasillelis, George
- In:
Multinational finance journal : MF ; quarterly …
11
(
2007
)
1/2
,
pp. 97-122
Persistent link: https://www.econbiz.de/10003715213
Saved in:
86
On estimation in conditional heteroskedastic time series models under non-normal distributions
Liu, Shuangzhe
;
Heyde, Chris C.
- In:
Statistical papers
49
(
2008
)
3
,
pp. 455-469
Persistent link: https://www.econbiz.de/10003715360
Saved in:
87
Bounds for the covariance matrices of Zellner's estimator in the SUR model and the 2SAE in a heteroscedastic model
Kariya, Takeaki
-
1982
Persistent link: https://www.econbiz.de/10003638129
Saved in:
88
Estimating ARCH models when the coefficients are allowed to be equal to zero
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755838
Saved in:
89
Improved jive estimators for overidentified linear models with and without
heteroskedasticity
Ackenberg, Daniel
;
Devereux, Paul J.
-
2008
Persistent link: https://www.econbiz.de/10003756654
Saved in:
90
Explaining bootstraps and robustness
Lancaster, Tony
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003644043
Saved in:
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