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Estimating gravity equation models in the presence of sample selection and heteroscedasticity

Xiong, Bo; Chen, Sixia - In: Applied economics 46 (2014) 22/24, pp. 2993-3003

Persistent link: https://www.econbiz.de/10010417731

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 …, estimates from the ARCHLM model provide evidence of heteroscedasticity in most of the sectors’ returns. Overall results from the …

Persistent link: https://www.econbiz.de/10011862130

Estimating a model of sportfishing trip expenditures using a quasi-maximum likelihood approach

Melstrom, Richard T. - In: Tourism economics : the business and finance of tourism … 23 (2017) 2, pp. 448-459

Persistent link: https://www.econbiz.de/10011646484

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

Risk vs upside uncertainty : application of quantile regression in investment analysis

Rehman, Seema; Khilji, Jameel Ahmed; Sharif, Saqib - In: Macroeconomics and finance in emerging market economies 16 (2023) 2, pp. 264-284

Persistent link: https://www.econbiz.de/10014319833

Endogenous volatility in the foreign exchange market

Bargigli, Leonardo; Cifarelli, Giulio - 2024

Persistent link: https://www.econbiz.de/10015338752

Adaptive estimation for a time inhomogeneous stochastic-volatility model

Härdle, Wolfgang; Spokojnyj, Vladimir G.; Teyssière, … - 2000

Persistent link: https://www.econbiz.de/10001470372

Estimation of a game-theoretic model of learning : an autoregressive conditional heteroskedasticity approach

Broseta, Bruno - 1993

Persistent link: https://www.econbiz.de/10000878865

Tail estimation and conditional modeling of heteroscedastic time-series

Paolella, Marc S. - 1999 - 1. Aufl.

Persistent link: https://www.econbiz.de/10001388258

A Test of Heteroskedasticity Based on Kernel Estimation of the Score Function

Zheng, John Xu - 1998

The recent literature on convergence has departed from the earlier literature by focusing on the shape of the production function and the rate at which an economy converges to its own steady state. This paper uses advances from the recent literature to look back at the question that originally...

Persistent link: https://www.econbiz.de/10014076056