Heteroscedasticity

Results: 249



#Item
161Autoregressive conditional heteroskedasticity / Skewness / Heteroscedasticity-consistent standard errors / Normal distribution / Normality test / Kurtosis / Statistics / Econometrics / Time series analysis

Introduction The ACD Model Cost of GARCH

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Source URL: www.rinfinance.com

Language: English - Date: 2013-05-15 21:22:56
162Estimation theory / Statistical methods / Signal processing / Newey–West estimator / Autocorrelation / Heteroscedasticity-consistent standard errors / Linear regression / Estimator / Variance / Statistics / Regression analysis / Econometrics

Package ‘sandwich’ August 24, 2014 Version[removed]Date[removed]Title Robust Covariance Matrix Estimators Description

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Source URL: cran.r-project.org

Language: English - Date: 2014-08-24 16:09:19
163Estimation theory / Categorical data / Statistical theory / Poisson regression / Poisson distribution / Ordinary least squares / Poisson process / Heteroscedasticity / Negative binomial distribution / Statistics / Regression analysis / Econometrics

Statistical Models for Political Science Event Counts: Bias in Conventional Procedures and Evidence for the Exponential Poisson Regression Model * Gary King, Harvard University This paper presents analytical, Monte Carl

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Source URL: gking.harvard.edu

Language: English - Date: 2013-02-04 23:36:41
164Time series analysis / Regression analysis / Actuarial science / Heteroscedasticity / Least squares / Ordered probit / Statistics / Econometrics / Economics

Technical appendix to "The Impact of Central Bank Announcements on Asset Prices in Real Time" - IJCB - June 2008

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Source URL: www.ijcb.org

Language: English - Date: 2008-05-07 05:47:14
165Economics / Heteroscedasticity / Linear regression / Instrumental variable / Statistics / Econometrics / Regression analysis

Package ‘ivlewbel’ July 2, 2014 Type Package Title Uses heteroscedasticity to estimate mismeasured and endogenous regressor models Version 1.1 Date[removed]

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Source URL: cran.r-project.org

Language: English - Date: 2014-07-02 12:13:10
166Normal distribution / Least squares / Ordinary least squares / Linear regression / Degrees of freedom / Errors and residuals in statistics / Residual sum of squares / Non-linear least squares / Heteroscedasticity-consistent standard errors / Statistics / Regression analysis / Linear least squares

COMPUTING PRESCRIPTIONS Editors: Isabel Beichl, [removed] FITTING NATURE’S BASIC FUNCTIONS PART I: POLYNOMIALS AND LINEAR LEAST SQUARES By Bert W. Rust

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Source URL: math.nist.gov

Language: English - Date: 2005-04-06 15:12:51
167Regression diagnostics / Parametric statistics / Time series analysis / Breusch–Pagan test / Breusch–Godfrey test / Durbin–Watson statistic / Homoscedasticity / Linear regression / Heteroscedasticity / Statistics / Statistical tests / Econometrics

Package ‘lmtest’ July 2, 2014 Title Testing Linear Regression Models Version[removed]Date[removed]Description A collection of tests, data sets, and examples for diagnostic checking in linear regression models. Furt

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Source URL: cran.r-project.org

Language: English - Date: 2014-07-02 12:19:35
168Estimation theory / Time series analysis / Parametric statistics / Ordinary least squares / Linear regression / Heteroscedasticity-consistent standard errors / Autocorrelation / Least squares / Homoscedasticity / Statistics / Regression analysis / Econometrics

Econometric Computing with HC and HAC Covariance Matrix Estimators Achim Zeileis Universit¨at Innsbruck Abstract

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Source URL: cran.r-project.org

Language: English - Date: 2014-08-24 16:09:19
169Data analysis / Econometrics / Robot control / Kalman filter / Bootstrapping / Resampling / Normal distribution / Variance / Heteroscedasticity / Statistics / Statistical inference / Estimation theory

Comparison of Kalman filters in combining panel data from the annual inventory system of the South Korea National Forest Inventory

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Source URL: www.fs.fed.us

Language: English - Date: 2013-07-15 17:21:53
170Statistical inference / Economic data / Estimation theory / Hedonic regression / Heteroscedasticity / Linear regression / Agriculture / Bootstrapping / Dryland farming / Statistics / Econometrics / Regression analysis

American Economic Association Will U.S. Agriculture Really Benefit from Global Warming? Accounting for Irrigation in the Hedonic Approach Author(s): Wolfram Schlenker, W. Michael Hanemann, Anthony C. Fisher Source: The

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Source URL: changingclimate.osu.edu

Language: English - Date: 2011-06-02 12:41:11
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