Narrow search
Showing 1 - 10 of 336
Cover Image
An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient.
Dufour, J.-M.; Hallin, M. - Centre Interuniversitaire de Recherche en Économie … - 1991
Persistent link: https://www.econbiz.de/10005545587
Cover Image
WHAT DO HETEROSKEDASTICITY TESTS DETECT?.
DUTTA, J.; ZAMAN, A. - Graduate School of Business, Columbia University - 1989
Persistent link: https://www.econbiz.de/10005776734
Cover Image
PREDICTION IN DYNAMIC MODELS WITH TIME DEPENDENT CONDITIONAL VARIANCES.
BAILLIE, R.T.; BOLLERSLEV, R.T. - Economics Department, Michigan State University - 1990
Persistent link: https://www.econbiz.de/10005781229
Cover Image
ON THE ROBUSTNESS OF TESTS OF OUTLIERS AND FUNCTIONAL FORM.
MCALEER, M.; TSE, Y.K. - Institute of Social and Economic Research (ISER), Osaka … - 1989
Persistent link: https://www.econbiz.de/10008469036
Cover Image
ON THE ROBUSTNESS OF TESTS OF OUTLIERS AND FUNCTIONAL FORM.
MCALEER, M.; TSE, Y.K. - Institute of Social and Economic Research (ISER), Osaka … - 1989
Persistent link: https://www.econbiz.de/10005670077
Cover Image
CONDITIONAL MOMENT TESTS WITH EXPLICIT ALTERNATIVE.
CAMERON, A.C.; TRIVEDI, P.K. - California Davis - Institute of Governmental Affairs - 1990
Persistent link: https://www.econbiz.de/10005656824
Cover Image
PORTFOLIO EFFICIENCY TESTS BASED ON STOCHASTIC DOMINANCE AND COINTEGRATION.
SENGUPTA, J.K.; PARK, H.S. - 1990
Persistent link: https://www.econbiz.de/10005664081
Cover Image
BOOTSTRAPPING HIV/AIDS PROJECTION MODELS: BACK CALCULATION WITH LINEAR INEQUALITY-CONSTRAINTED REGRESSION.
HAY, J.W.; WOLAK, F.A. - Hoover Institution on War Revolution & Peace, Stanford … - 1990
Persistent link: https://www.econbiz.de/10005776121
Cover Image
KIMBALL'S INEQUALITY AND BOUNDS TESTS FOR COMPARING SEVERAL REGRESSIONS UNDER HETERSKEDASTICITY.
DUFOUR, J.M. - Centre Interuniversitaire de Recherche en Économie … - 1990
Persistent link: https://www.econbiz.de/10005729573
Cover Image
Local scale models: state space alternative to integrated GARCH processes
Shephard, Neil - 1994
State space alternative to autoregressive conditional heteroskedasticity models are proposed. The initial model, which …: state space alternative to integrated GARCH processes', Journal of Econometrics, 60(1-2), 181-202. [Available at http …
Persistent link: https://www.econbiz.de/10009441423