This paper proposes a new combined semiparametric estimator of the conditional variance that takes the product of a … estimate the semiparametric estimator using real data and how to use this estimator to make forecasts for the conditional … variance. Simulations are conducted to show the dominance of the proposed estimator in terms of mean squared error. An …

understand the role of family background, but ignores the information contained in conditional variance. Using exceptionally rich … suggests a strong influence of father's education on conditional variance of children's schooling. We find substantial …'s education on the conditional variance has changed qualitatively, in some cases a positive effect in the 1950s cohort turning …

This paper proposes a new combined semiparametric estimator of the conditional variance that takes the product of a … estimate the semiparametric estimator using real data and how to use this estimator to make forecasts for the conditional … variance. Simulations are conducted to show the dominance of the proposed estimator in terms of mean squared error. An …

understand the role of family background, but ignores the information contained in conditional variance. Using exceptionally rich … suggests a strong influence of father's education on conditional variance of children's schooling. We find substantial …'s education on the conditional variance has changed qualitatively, in some cases a positive effect in the 1950s cohort turning …

coverage or tone to provide the largest forecasting performance improvements in the prediction of the conditional variance of …