Results 51 to 60 of about 123,594 (283)
Detecting level shifts in the presence of conditional heteroscedasticity. [PDF]
, 2003 The objective of this paper is to analyze the finite sample performance of two variants of the likelihood ratio test for detecting a level shift in uncorrelated conditionally heteroscedastic time series.
Carnero, María Ángeles +2 more
core +6 more sources
Tests of Functional Form and Heteroscedasticity [PDF]
This paper considers tests of misspecification in a heteroscedastic transformation model. We derive Lagrange multiplier (LM) statistics for (i) testing functional form and heteroscedasticity jointly, (ii) testing functional form in the presence of ...
Z. L. Yang Y. K. Tse
core +3 more sources
SeparationsBackground: Method quantification limits are typically determined by measuring variability at blank level only, without accounting for the uncertainties associated with the parameters of the calibration function applied.
Natàlia Hernández, Juan M. Sanchez
doaj +1 more source
PERBANDINGAN TRANSFORMASI BOX-COX DAN REGRESI KUANTIL MEDIAN DALAM MENGATASI HETEROSKEDASTISITAS
E-Jurnal Matematika, 2015 Ordinary least square (OLS) is a method that can be used to estimate the parameter in linear regression analysis. There are some assumption which should be satisfied on OLS, one of this assumption is homoscedasticity, that is the variance of error is ...
NI WAYAN YUNI CAHYANI +2 more
doaj +1 more source
A conditional extreme value theory approach in value-at-risk forecasting: Evidence from Southeastern Europe and USA market [PDF]
Industrija, 2015 As a consequence of the recent financial crisis, the adequacy of different Value-at-Risk (VaR) methodologies was heavily questioned. Current practice in VaR assessment relies on modeling the whole distribution of returns. As an alternative, in this paper
Totić Selena
doaj +1 more source
Heteroscedasticity and Autocorrelation [PDF]
, 1987 One of the basic assumptions underlying the application of the LS-method is that the variances of the error terms are equal. If this assumption is not satisfied, the LS-method is no longer optimal in the Gauss-Markov sense. Linear and unbiased estimators with a smaller variance than that of the LS-estimator can then be obtained and, furthermore, the ...
Erling B. Andersen +2 more
openaire +1 more source
Agribusiness, EarlyView.ABSTRACT EU member states have exhibited varying rates of apple production growth. Technical efficiency (TE) estimation is suitable for identifying best‐practice farm performance. This study examined whether the development of the apple sector in Germany, Italy, and Poland was influenced by production efficiency, access to technology, as well as ...
Anika Muder, Jakub Staniszewski
wiley +1 more source
MIXREGLS : A Program for Mixed-Eects Location Scale Analysis
Journal of Statistical Software, 2013 MIXREGLS is a program which provides estimates for a mixed-effects location scale model assuming a (conditionally) normally-distributed dependent variable. This model can be used for analysis of data in which subjects may be measured at many observations
Donald Hedeker, Rachel Nordgren
doaj
Comparison of panel data and cross-sectional regression results; case of functional fixation hypothesis [PDF]
مطالعات تجربی حسابداری مالی, 2014 This research compares regression analysis including cross section regression and pooled regression for test of functional fixation hypothesis. The Comparison of cross section and pooled regression in case of functional fixation hypothesis is done.
Farrokh Barzideh
doaj
Agribusiness, EarlyView.ABSTRACT This study sets out to investigate the prospects for raising oil palm output in sub‐Saharan Africa, particularly Ghana, without further expansion of cropland. Given global concerns about oil palm's role in deforestation and land use change, the focus is on enhancing productivity on existing farmlands.
Jacob Asravor +3 more
wiley +1 more source