Problem of Heteroskedasticity in Econometric Models of Stocks in Farms

Problem of Heteroskedasticity in Econometric Models of Stocks in Farms

Bibliographic Details
Main Author:	B. Borkowski
Format:	Article
Language:	English
Published:	Firenze University Press 2009-06-01
Series:	Aestimum
Online Access:	https://oaj.fupress.net/index.php/ceset/article/view/6446

Similar Items

Tutorial on Heteroskedasticity using HeteroskedasticityV3 SPSS macro
by: Daryanto, Ahmad
Published: (2020-12-01)

Heteroskedasticity in Crop Yield Models
by: Seung-Ryong Yang, et al.
Published: (1992-07-01)

Gini Regressions and Heteroskedasticity
by: Arthur Charpentier, et al.
Published: (2019-01-01)

Heteroskedasticity in regression : detection and correction /
by: Kaufman, Robert L.
Published: (2013)

sphet: Spatial Models with Heteroskedastic Innovations in R
by: Gianfranco Piras
Published: (2010-10-01)

Estimation of Volatility and Correlation with Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models: An Application to Moroccan Stock Markets
by: Yassine Belasri, et al.
Published: (2017-04-01)

Estimation of Volatility and Correlation with Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models: An Application to Moroccan Stock Markets
by: Yassine Belasri, et al.
Published: (2017-06-01)

Estimation of Volatility and Correlation with Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models: An Application to Moroccan Stock Markets
by: Yassine Belasri, et al.
Published: (2017-04-01)

Estimation of Volatility and Correlation with Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models: An Application to Moroccan Stock Markets
by: Yassine Belasri, et al.
Published: (2017-04-01)

Heteroskedasticity, temporal and spatial correlation matter
by: Ladislava Grochová, et al.
Published: (2013-01-01)

Genomic Prediction Accounting for Residual Heteroskedasticity
by: Zhining Ou, et al.
Published: (2016-01-01)

Heteroskedasticity-robust inference in finite samples
by: Palmer, Christopher, et al.
Published: (2016)

Testing and modelling autoregressive conditional heteroskedasticity of streamflow processes
by: W. Wang, et al.
Published: (2005-01-01)

Heteroskedasticity in One-Way Error Component Probit Models
by: Richard Kouamé Moussa
Published: (2019-08-01)

SELECTION MOMENTS AND GENERALIZED METHOD OF MOMENTS FOR HETEROSKEDASTIC MODELS
by: Constantin ANGHELACHE, et al.
Published: (2016-06-01)

Estimation of the Heteroskedastic Canonical Contagion Model with Instrumental Variables.
by: André L P Ribeiro, et al.
Published: (2016-01-01)

hetGP: Heteroskedastic Gaussian Process Modeling and Sequential Design in R
by: Mickaël Binois, et al.
Published: (2021-07-01)

Instrumental variable estimation of heteroskedasticity adaptive error component models
by: Fé, E
Published: (2012)

Dependent Metaverse Risk Forecasts with Heteroskedastic Models and Ensemble Learning
by: Khreshna Syuhada, et al.
Published: (2023-02-01)

Handling heteroskedasticity in labour demand functions of athletes
by: Rappai Gábor, et al.
Published: (2018-11-01)

Testing overidentifying restrictions with many instruments and heteroskedasticity
by: Chao, John C., et al.
Published: (2017)

Instrumental variable estimation with heteroskedasticity and many instruments
by: Woutersen, Tiemen, et al.
Published: (2018)

An econometric model of the South African stock market
by: E Moolman, et al.
Published: (2015-01-01)

Properties of the coefficient estimators for the linear regression model with heteroskedastic error term
by: Alfredas Račkauskas, et al.
Published: (2023-09-01)

Heteroskedasticity for weaning weight of Charolais-Zebu crossbred calves
by: Fábio Luiz Buranelo Toral, et al.
Published: (2012-05-01)

Forecasting linear time series models with heteroskedastic errors in a Bayesian approach
by: Amiri, Esmail
Published: (2015)

Study About the Minimum Value at Risk of Stock Index Futures Hedging Applying Exponentially Weighted Moving Average - Generalized Autoregressive Conditional Heteroskedasticity Model
by: Rong Xu, et al.
Published: (2017-12-01)

Study About the Minimum Value at Risk of Stock Index Futures Hedging Applying Exponentially Weighted Moving Average - Generalized Autoregressive Conditional Heteroskedasticity Model
by: Rong Xu, et al.
Published: (2017-12-01)

Study About the Minimum Value at Risk of Stock Index Futures Hedging Applying Exponentially Weighted Moving Average - Generalized Autoregressive Conditional Heteroskedasticity Model
by: Rong Xu, et al.
Published: (2017-12-01)

Estimating value at risk for sukuk market using generalized autoregressive conditional heteroskedasticity models
by: Hafezian, Pantea
Published: (2017)

A Spatially Correlated Model with Generalized Autoregressive Conditionally Heteroskedastic Structure for Counts of Crimes
by: Isabel Escudero, et al.
Published: (2022-06-01)

Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with a Moving Average Disturbance Term
by: Osman Doğan
Published: (2015-02-01)

Estimating value at risk for sukuk market using generalized autoregressive conditional heteroskedasticity models /
by: Pantea Hafezian, 1975- , author, et al.
Published: (2017)

Estimating value at risk for sukuk market using generalized autoregressive conditional heteroskedasticity models /
by: Pantea Hafezian, 1975- , author
Published: (2017)

Statistical analysis of ordered categorical data via a structural heteroskedastic threshold model
by: Gianola D, et al.
Published: (1996-09-01)

Modelling the growth curve of Maine-Anjou beef cattle using heteroskedastic random coefficients models
by: Foulley Jean-Louis, et al.
Published: (2002-07-01)

A New Matrix Statistic for the Hausman Endogeneity Test under Heteroskedasticity
by: Alecos Papadopoulos
Published: (2023-10-01)

A regression based Lagrange Multiplier statistic that is robust in the presence of heteroskedasticity
by: Wooldridge, Jeffrey M.
Published: (2011)

ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS
by: Chao, John C., et al.
Published: (2013)

Identification problem in econometrics /
by: 425253 Fisher, Franklin M.
Published: (1976)