X
Search Filters
Format Format
Format Format
X
Sort by Item Count (A-Z)
Filter by Count
Journal Article (2998) 2998
Publication (230) 230
Book / eBook (115) 115
Conference Proceeding (73) 73
Dissertation (72) 72
Book Chapter (46) 46
Paper (14) 14
Web Resource (13) 13
Report (6) 6
Government Document (5) 5
Reference (4) 4
Book Review (2) 2
Newsletter (2) 2
Electronic Resource (1) 1
Magazine Article (1) 1
more...
Subjects Subjects
Subjects Subjects
X
Sort by Item Count (A-Z)
Filter by Count
heteroscedasticity (2407) 2407
statistics & probability (931) 931
economics (793) 793
models (664) 664
analysis (533) 533
volatility (435) 435
conditional heteroscedasticity (425) 425
statistics (391) 391
economic models (378) 378
variance (361) 361
heteroskedasticity (349) 349
regression analysis (348) 348
studies (341) 341
social sciences, mathematical methods (337) 337
estimators (297) 297
regression (296) 296
time series (280) 280
time-series (250) 250
econometrics (244) 244
mathematics, interdisciplinary applications (231) 231
statistical variance (229) 229
mathematical models (223) 223
research (207) 207
usage (206) 206
autocorrelation (202) 202
autoregressive conditional heteroscedasticity (201) 201
garch (186) 186
tests (181) 181
business, finance (180) 180
computer simulation (174) 174
model (172) 172
modeling (169) 169
inference (165) 165
parametric models (140) 140
returns (137) 137
statistical analysis (137) 137
correlation (131) 131
forecasting (127) 127
inflation (127) 127
linear regression (126) 126
maximum likelihood estimation (125) 125
computer science, interdisciplinary applications (124) 124
management (121) 121
covariance (119) 119
humans (118) 118
risk (118) 118
methods (117) 117
statistical discrepancies (115) 115
stochastic models (114) 114
algorithms (113) 113
sample size (113) 113
monte carlo method (107) 107
index medicus (105) 105
linear models (102) 102
standard deviation (99) 99
robustness (98) 98
arch (97) 97
equations (97) 97
prices (97) 97
estimation methods (96) 96
stock markets (96) 96
northern america (95) 95
foreign exchange (94) 94
mathematics (94) 94
equation (92) 92
u.s (92) 92
autoregressive conditional heteroskedasticity (90) 90
bootstrap (90) 90
nonparametric regression (90) 90
simulation (90) 90
estimation (89) 89
prices and rates (88) 88
stock returns (88) 88
economic theory (87) 87
errors (86) 86
conditional heteroskedasticity (85) 85
null hypothesis (84) 84
standard error (83) 83
approximation (82) 82
analysis of variance (78) 78
prediction (78) 78
consistent estimators (77) 77
j gy economics (77) 77
monte carlo simulation (77) 77
probability (77) 77
asset pricing, trading volume, bond interest rates (76) 76
outliers (76) 76
standard errors (76) 76
cointegration (75) 75
covariance matrices (75) 75
forecasts and trends (75) 75
time-series models (74) 74
correlations (73) 73
least squares (73) 73
europe (72) 72
markets (72) 72
time series models (72) 72
garch models (70) 70
autoregression (69) 69
efficiency (69) 69
more...
Library Location Library Location
Language Language
Language Language
X
Sort by Item Count (A-Z)
Filter by Count
English (3220) 3220
Chinese (35) 35
Korean (29) 29
French (16) 16
Spanish (16) 16
Portuguese (11) 11
German (3) 3
Russian (2) 2
Turkish (2) 2
Czech (1) 1
Indonesian (1) 1
Japanese (1) 1
Lithuanian (1) 1
Swedish (1) 1
more...
Publication Date Publication Date
Click on a bar to filter by decade
Slide to change publication date range


1980, Tübinger wirtschaftswissenschaftliche Abhandlungen, ISBN 3163435718, Volume Bd. 28., ix, 167
Book
Communications in Statistics - Theory and Methods, ISSN 0361-0926, 07/2019, Volume 48, Issue 13, pp. 3258 - 3268
All the usual heteroscedasticity tests in the statistics and econometrics literature are based on raw residuals. Although the raw residuals are... 
non monotonic heteroscedasticity | centered external variable | C12 62J05 62J20 | RCEV heteroscedasticity test | monotonic heteroscedasticity | DISTRIBUTED RESIDUALS | MODELS | STATISTICS & PROBABILITY | Statistical tests | Econometrics
Journal Article
Journal Article
Energy Economics, ISSN 0140-9883, 01/2009, Volume 31, Issue 1, pp. 4 - 15
Journal Article
Journal of Applied Statistics, ISSN 0266-4763, 01/2017, Volume 44, Issue 2, pp. 342 - 361
A direct parametric test is proposed to detect monotonic and non-monotonic types of heteroscedasticity. After giving brief information about non-monotonic... 
Monotonic heteroscedasticity | non-monotonic heteroscedasticity | absolute transformed centered external variable | C12 | heteroscedasticity tests | REGRESSION-MODELS | STATISTICS & PROBABILITY | HETEROSKEDASTICITY | Economic models | Applied statistics | Algorithms
Journal Article
Journal of Econometrics, ISSN 0304-4076, 10/2019
Journal Article
Journal of Statistical Software, ISSN 1548-7660, 2010, Volume 34, Issue 2, pp. 1 - 24
The class of beta regression models is commonly used by practitioners to model variables that assume values in the standard unit interval (0, 1). It is based... 
Proportions | Rates | Beta regression | TESTS | COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS | ERRORS | MODELS | rates | STATISTICS & PROBABILITY | beta regression | proportions | HETEROSCEDASTICITY
Journal Article
Journal of Modern Applied Statistical Methods, ISSN 1538-9472, 2017, Volume 16, Issue 2, pp. 29 - 38
Journal Article
Journal of Statistical Software, ISSN 1548-7660, 2017, Volume 79, Issue CN1, pp. 1 - 18
Factorial designs are widely used tools for modeling statistical experiments in all kinds of disciplines, e.g., biology, psychology, econometrics and medicine.... 
Non-normal data | Factorial designs | GUI | Permutation | Heteroscedasticity | COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS | heteroscedasticity | factorial designs | STATISTICS & PROBABILITY | non-normal data | HYPOTHESES | PERMUTATION TESTS | permutation
Journal Article
Journal of the Operational Research Society, ISSN 0160-5682, 08/2015, Volume 66, Issue 8, pp. 1352 - 1362
Surveys show that the mean absolute percentage error (MAPE) is the most widely used measure of prediction accuracy in businesses and organizations. It is,... 
prediction | model selection | loss function | time series | forecasting | regression | General Papers | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | MANAGEMENT | RELIABILITY | VALIDITY | Regression analysis | Management | Forecasting | Analysis | Heteroscedasticity | Studies | Operations research | Accuracy | Predictions
Journal Article
Energy Economics, ISSN 0140-9883, 2010, Volume 32, Issue 5, pp. 1059 - 1073
One of the most profound features of electricity spot prices are the price spikes. Markov regime-switching (MRS) models seem to be a natural candidate for... 
Spikes | Electricity spot price | Markov regime-switching | Heteroscedasticity | Inverse leverage effect | MARKETS | DIFFUSION | ECONOMICS | Electricity spot price Spikes Markov regime-switching Heteroscedasticity Inverse leverage effect | Comparative analysis | Spot market | Models
Journal Article
Journal of Econometrics, ISSN 0304-4076, 02/2019, Volume 208, Issue 2, pp. 442 - 467
Journal Article
No results were found for your search.

Cannot display more than 1000 results, please narrow the terms of your search.