Search Results - subject:"Covariance Models"

Covariance model with general linear structure and divergent parameters

Fan, Xinyan; Lan, Wei; Zou, Tao; Tsai, Chih-Ling - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 36-48

Persistent link: https://www.econbiz.de/10014448670

Identification of peer effects through social networks using variance restrictions

Rose, Christiern D. - In: The econometrics journal 20 (2017) 3, pp. 47-60

Persistent link: https://www.econbiz.de/10011805010

Improved Covariance Model Parameter Estimation Using RNA Thermodynamic Properties

Smith, Jennifer A.; Wiese, Kay C. - 2007

Covariance models are a powerful description of non-coding RNA (ncRNA) families that can be used to search nucleotide …

Persistent link: https://www.econbiz.de/10009431825

The persistence and asymmetry of time-varying correlations

Baur, Dirk - 2002

Existing multivariate GARCH models either impose strong restrictions on the parameters or do not guarantee a well-defined (positive definite) covariance matrix. We focus on the multivariate GARCH model of Baba, Engle, Kraft and Kroner (BE=) and show that the covariance and correlation is not...

Persistent link: https://www.econbiz.de/10010305051

The persistence and asymmetry of time-varying correlations

Baur, Dirk - Wirtschaftswissenschaftlichen Fakultät, … - 2002

Persistent link: https://www.econbiz.de/10009151399