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Search for publications relevant for "HETEROSCEDASTICITY"
HETEROSCEDASTICITY
Publication
Class
Person
Publication
Programmes
publication
Weak root-consistency of the least weighted squares under heteroscedasticity
2011 |
Publication without faculty affiliation
publication
Heteroscedasticity Resistant Robust Covariance Matrix Estimator
2010 |
Publication without faculty affiliation
publication
The least weighted squares under heteroscedasticity
2004 |
Faculty of Social Sciences
publication
Consistency of the least weighted squares under heteroscedasticity
2011 |
Publication without faculty affiliation
publication
The least weighted squares with constraints and under heteroscedasticity
2013 |
Publication without faculty affiliation
publication
Rank tests under uncertainty: Regression and local heteroscedasticity
2013 |
Faculty of Mathematics and Physics
publication
Empirical distribution function under heteroscedasticity
2011 |
Publication without faculty affiliation
publication
Instrumental weighted variables under heteroscedasticity part II - Numerical study
2017 |
Publication without faculty affiliation
publication
Rank tests in heteroscedastic linear model with nuisance parameters
2014 |
Faculty of Mathematics and Physics
publication
Instrumental weighted variables under heteroscedasticity Part I - Consistency
2017 |
Publication without faculty affiliation
publication
Some generalizations in a heteroscedastic RCA(1)
2002 |
Publication without faculty affiliation
publication
Heteroscedastic regression in robust econometrics
2009 |
Faculty of Mathematics and Physics
publication
RCA(1) model with heteroscedasticity
Publication without faculty affiliation
publication
Structural breaks in dependent, heteroscedastic, and extremal panel data
2018 |
Faculty of Mathematics and Physics
publication
Estimation of variances in a heteroscedastic RCA(1) model
2002 |
Publication without faculty affiliation
publication
On the relation between heteroscedastic RCA and non-stationary ARCH processes
2002 |
Publication without faculty affiliation
publication
On the relation between heteroscedastic RCA and non-stationary ARCH processes
2001 |
Faculty of Mathematics and Physics
publication
CWLS and ML estimates in a heteroscedastic RCA(1)model
2004 |
Faculty of Mathematics and Physics, Central Library of Charles University
publication
Computer code for tests for independence in non-parametric heteroscedastic regression
Publication without faculty affiliation
publication
Some generalizations in a heteroscedastic RCA(1) model
Publication without faculty affiliation
publication
Tests for independence in non-parametric heteroscedastic regression models
2011 |
Faculty of Mathematics and Physics
publication
Tests for the error distribution in nonparametric possibly heteroscedastic regression models
2010 |
Faculty of Mathematics and Physics
publication
Robust regression and diagnostic tools
2007 |
Publication without faculty affiliation
publication
Averaged autoregression quantiles in autoregressive model
2020 |
Faculty of Mathematics and Physics
publication
Averaged regression quantile
2014 |
Faculty of Mathematics and Physics
publication
Weak consistency and weak square root n-consistency of the ridge least weighted squares
2011 |
Faculty of Mathematics and Physics
publication
The impact of German macroeconomic data announcements on the Czech financial market
Publication without faculty affiliation
publication
Selected problems of financial time series modelling
Publication without faculty affiliation
publication
Statistical assessment of stress redistribution in loaded polycrystals
2022 |
Faculty of Mathematics and Physics
publication
Specification testing in nonparametric AR-ARCH models
2019 |
Faculty of Mathematics and Physics