Heteroscedasticity

Results: 249



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1

Advanced time-series analysis (University of Lund, Economic History Department) 30 Jan-3 February andMarch 2012 Lecture 7 Conditional heteroscedasticity models: ARCH and GARCH techniques and their applications. 7

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Source URL: peterfoldvari.com

Language: English - Date: 2012-09-29 08:04:33
    2Statistics / Regression analysis / Estimation theory / Lasso / Linear regression / Random effects model / Least squares / Fixed effects model / Ordinary least squares / Instrumental variable / Feature selection / Heteroscedasticity

    INFERENCE IN HIGH DIMENSIONAL PANEL MODELS WITH AN APPLICATION TO GUN CONTROL arXiv:1411.6507v1 [stat.ME] 24 NovALEXANDRE BELLONI, VICTOR CHERNOZHUKOV, CHRISTIAN HANSEN, AND DAMIAN KOZBUR

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    Source URL: arxiv.org

    Language: English - Date: 2014-11-24 20:40:16
    3Statistics / Regression analysis / Fixed income market / Yield curve / Summary statistics / Normal distribution / Variance / Interest rate / Liquidity premium / Heteroscedasticity / Standard deviation / Errors and residuals

    An Estimate of the Liquidity Premium

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    Source URL: www.econ.ohio-state.edu

    Language: English - Date: 2012-01-12 12:02:16
    4Statistics / Regression analysis / Linear regression / Errors and residuals / Instrumental variable / T-statistic / Heteroscedasticity / Bias of an estimator / Autocorrelation / Volatility / Unit root

    Residual-augmented IVX predictive regression Matei Demetrescu∗ Christian-Albrechts-University of Kiel Paulo M. M. Rodrigues† Banco de Portugal and Universidade Nova de Lisboa December 29, 2015

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    Source URL: www.cb.cityu.edu.hk

    Language: English - Date: 2016-07-08 02:27:17
    5Statistics / Regression analysis / Estimation theory / Parametric statistics / Statistical methods / Actuarial science / Heteroscedasticity / Ordinary least squares / Quantitative analyst / Time series / Resampling

    POLIIntermediate Statistics, Spring 2013 Tuesday and Thursday, 9:30-10:45, Philips Hall 222 Weekly Lab (POLI); Thursday 1:00-1:50, Saunders 322 Instructor Dr. Thomas Carsey E-mail:

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    Source URL: carsey.web.unc.edu

    Language: English - Date: 2014-03-19 09:31:54
    6Econometrics / Statistics / Regression analysis / Statistical methods / Heteroscedasticity / Time series analysis / Economic model / Linear regression

    Microsoft Word - Econometrics.docx

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    Source URL: gemwem.ch

    Language: English - Date: 2016-01-27 10:58:36
    7Econometrics / Fellows of the Econometric Society / Regression analysis / Statistical methods / Econometricians / Linear regression / Heteroscedasticity / Economic model / Generalized least squares / Structural equation modeling / David Forbes Hendry / Methodology of econometrics

    Syllabus: Economics 245A Page 44 University of California Doug Steigerwald Department of Economics

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    Source URL: econ.ucsb.edu

    Language: English - Date: 2015-09-22 14:07:41
    8Regression analysis / Econometrics / Time series analysis / Estimation theory / Parametric statistics / Ordinary least squares / Heteroscedasticity / Linear regression / Autocorrelation / DurbinWatson statistic / GaussMarkov theorem / Unit root

    Median-Unbiased Estimation of Higher Order Autoregressive/Unit Root Processes and Autocorrelation Consistent Covariance Estimation in a Money Demand Model J. Huston McCulloch 1

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    Source URL: www.econ.ohio-state.edu

    Language: English - Date: 2012-01-12 12:02:16
    9Production economics / Microeconomics / Econometrics / Regression analysis / Economies of density / Least squares / Economies of scale / United States Postal Service / Economies of scope / Heteroscedasticity / Service / Ordinary least squares

      swiss economics    

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    Source URL: www.swiss-economics.ch

    Language: English - Date: 2013-03-01 12:10:04
    10Regression analysis / Econometrics / Estimation theory / Parametric statistics / Stata / Statistics / Quantitative analyst / Heteroscedasticity / Ordinary least squares

    POLIIntermediate Statistics, Spring 2012 Tuesday and Thursday, 9:30-10:45, Hamilton Hall 351 Weekly Lab (POLI); Thursday 1:00-1:50, Saunders 322 Instructor Dr. Thomas Carsey E-mail:

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    Source URL: carsey.web.unc.edu

    Language: English - Date: 2014-03-19 09:31:40
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