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1. Full Text Determinants of equity pension plan flows
by Martí Ballester, Carmen Pilar
Estudios de economia, ISSN 0304-2758, 06/2014, Volume 41, Issue 1, pp. 125 - 148
Heteroskedasticity
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2. Full Text The Log of Gravity
by J. M. C. Santos Silva and Silvana Tenreyro
The review of economics and statistics, ISSN 0034-6535, 11/2006, Volume 88, Issue 4, pp. 641 - 658
Trade | International trade | Statistical variance | Trade agreements | Coefficients | Heteroskedasticity | Exporters | Estimators | Consistent estimators | Estimation methods | Economics | Business & Economics | Social Sciences | Mathematical Methods In Social Sciences | Social Sciences, Mathematical Methods | Evaluation | Log-linear models | Heteroscedasticity | Studies | Simulation | Manycountries | Estimating techniques | Regression analysis | Econometrics
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3. Full Text Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
by Kelejian, Harry H and Prucha, Ingmar R
Journal of econometrics, ISSN 0304-4076, 2010, Volume 157, Issue 1, pp. 53 - 67
Spatial dependence | Cliff–Ord model | Asymptotics | Heteroskedasticity | Generalized moments estimation | Two-stage least squares | Cliff-Ord model | Economics | Mathematics, Interdisciplinary Applications | Physical Sciences | Social Sciences | Social Sciences, Mathematical Methods | Business & Economics | Mathematics | Mathematical Methods In Social Sciences | Science & Technology | Spatial dependence Heteroskedasticity Cliff-Ord model Two-stage least squares Generalized moments estimation Asymptotics | Studies | Economic models | Estimating techniques | Regression analysis | Asymptotic methods | Generalized method of moments | heteroskedasticity | two-stage least squares | generalized moments estimation | asymptotics
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4. Full Text Testing for predictability in conditionally heteroskedastic stock returns
by Westerlund, Joakim and Narayan, Paresh
Journal of financial econometrics, ISSN 1479-8409, 03/2015, Volume 13, Issue 2, pp. 342 - 375
Conditional heteroskedasticity | Stock returns | FQGLS | Predictability | Subsampling | Economics | Business & Economics | Social Sciences | Business, Finance | Studies | Test methods | Rates of return | Predictions
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5. Full Text GMM estimation of spatial autoregressive models with unknown heteroskedasticity
by Lin, Xu and Lee, Lung-fei
Journal of econometrics, ISSN 0304-4076, 2010, Volume 157, Issue 1, pp. 34 - 52
Unknown heteroskedasticity | Robustness | Consistent covariance matrix | GMM | Spatial autoregression | Economics | Mathematics, Interdisciplinary Applications | Physical Sciences | Social Sciences | Social Sciences, Mathematical Methods | Business & Economics | Mathematics | Mathematical Methods In Social Sciences | Science & Technology | Spatial autoregression Unknown heteroskedasticity Robustness Consistent covariance matrix GMM | Studies | Economic models | Regression analysis | Teenage pregnancy | Estimating techniques | Generalized method of moments | Convergence
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6. Full Text The wild bootstrap, tamed at last
by Davidson, Russell and Flachaire, Emmanuel
Journal of econometrics, ISSN 0304-4076, 2008, Volume 146, Issue 1, pp. 162 - 169
Wild bootstrap | Heteroskedasticity | Bootstrap inference | Economics | Mathematics, Interdisciplinary Applications | Physical Sciences | Social Sciences | Social Sciences, Mathematical Methods | Business & Economics | Mathematics | Mathematical Methods In Social Sciences | Science & Technology | Linear inference, regression | Distribution theory | Applications | Insurance, economics, finance | Exact sciences and technology | Probability and statistics | Statistics | Parametric inference | Sciences and techniques of general use | Wild bootstrap Heteroskedasticity Bootstrap inference | Bootstrapping (Statistics) | Usage | Analysis | Studies | Economic models | Bootstrap method | Regression analysis | Simulation
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7. Full Text STRUCTURAL VECTOR AUTOREGRESSIONS: CHECKING IDENTIFYING LONG‐RUN RESTRICTIONS VIA HETEROSKEDASTICITY
by Lütkepohl, Helmut and Velinov, Anton
Journal of economic surveys, ISSN 0950-0804, 04/2016, Volume 30, Issue 2, pp. 377 - 392
vector autoregression | Conditional heteroskedasticity | heteroskedasticity | vector GARCH | Markov switching model | Vector autoregression | Vector GARCH | Heteroskedasticity | Economics | Business & Economics | Social Sciences | Studies | Stock prices | Economic theory | Volatility
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8. Full Text Resurrecting weighted least squares
by Romano, Joseph P and Wolf, Michael
Journal of econometrics, ISSN 0304-4076, 03/2017, Volume 197, Issue 1, pp. 1 - 19
Weighted least squares | Conditional heteroskedasticity | HC standard errors | Economics | Mathematics, Interdisciplinary Applications | Physical Sciences | Social Sciences | Social Sciences, Mathematical Methods | Business & Economics | Mathematics | Mathematical Methods In Social Sciences | Science & Technology | Studies | Economic models | Regression analysis | Monte Carlo simulation
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9. Full Text Revisiting the political economy of fiscal adjustments
by Ziogas, Thanasis and Panagiotidis, Theodore
Journal of international money and finance, ISSN 0261-5606, 03/2021, Volume 111
Cabinets’ survival | Heteroskedasticity probit | Spending cuts | Fiscal adjustments
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10. Modelling nonlinear economic time series
by Teräsvirta, Timo and Tjøstheim, Dag and Granger, C. W. J. 1934-2009. (Clive William John)
2010, Advanced texts in econometrics, ISBN 0199587159, xxviii, 557
Nonlinear theories | Time-series analysis | Econometric models | Econometrics and Mathematical Economics | Mathematical Methods; Programming Methods; Mathematical and Simulation Modelling | Nonlinear | Nonparametric | Stationary | Nonstationary | Parametric | Models | Forecasting | Heteroskedasticity
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11. Full Text Revisiting the Political Economy of Fiscal Adjustments
by Ziogas, Athanasios and Panagiotidis, Theodore
Journal of international money and finance, ISSN 0261-5606, 10/2020
Fiscal Adjustments | Spending Cuts | Cabinets’ Survival | Heteroskedasticity Probit
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12. Principles of econometrics
: a modern approach using Eviews
by Bhaumik, Sankar Kumar, 1956- author
2015, ISBN 9780198098539, xxv, 410 pages
Economics | EViews (Computer file) | Textbook | Ökonometrie | Econometrics
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13. Full Text Modelling volatility by variance decomposition
by Amado, Cristina and Teräsvirta, Timo
Journal of econometrics, ISSN 0304-4076, 08/2013, Volume 175, Issue 2, pp. 142 - 153
Conditional heteroskedasticity | Nonlinear time series | Maximum likelihood estimation | Iterative algorithm | Time-varying parameter model | Economics | Mathematics, Interdisciplinary Applications | Physical Sciences | Social Sciences | Social Sciences, Mathematical Methods | Business & Economics | Mathematics | Mathematical Methods In Social Sciences | Science & Technology | Studies | Stochastic models | Econometrics | Volatility | Variance analysis | Rates of return
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14. Full Text Jackknife instrumental variable estimation with heteroskedasticity
by Bekker, Paul A and Crudu, Federico
Journal of econometrics, ISSN 0304-4076, 04/2015, Volume 185, Issue 2, pp. 332 - 342
Instrumental variables | Many instruments | Heteroskedasticity | Jackknife | Top | Economics | Mathematics, Interdisciplinary Applications | Physical Sciences | Social Sciences | Social Sciences, Mathematical Methods | Business & Economics | Mathematics | Mathematical Methods In Social Sciences | Science & Technology | Studies | Estimating techniques | Statistical inference | Econometrics | Asymptotic methods | Monte Carlo simulation
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15. Full Text Is there a relationship between the time scaling property of asset returns and the outliers? Evidence from international financial markets
by González-Sánchez, Mariano
Finance research letters, ISSN 1544-6123, 04/2020, p. 101510
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16. Full Text Inference on co-integration parameters in heteroskedastic vector autoregressions
by Boswijk, H. Peter and Cavaliere, Giuseppe and Rahbek, Anders and Taylor, A.M. Robert
Journal of econometrics, ISSN 0304-4076, 05/2016, Volume 192, Issue 1, pp. 64 - 85
Wild bootstrap | Co-integration | Adjustment coefficients | (un)Conditional heteroskedasticity | Heteroskedasticity-robust inference | Economics | Mathematics, Interdisciplinary Applications | Physical Sciences | Social Sciences | Social Sciences, Mathematical Methods | Business & Economics | Mathematics | Mathematical Methods In Social Sciences | Science & Technology | Monte Carlo method | Analysis | Bootstrap method | Regression analysis | Maximum likelihood method | Cointegration analysis | Asymptotic methods | Monte Carlo simulation | Validation studies
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