heteroscedasticity

heteroscedasticity

1. The autoregressive conditional heteroscedasticity (ARCH) model and cointegration theory of the non-classical econometrics are reviewed. 3.

2.对非经典计量经济学中的条件异方差模型和协整理论作了较为完整的综述。

2. The LLLS method has heteroscedasticity and it does not satisfy the basic hypothesis of standard linear regression.

LLLS法具有异方差性，不满足标准线性回归的基本假设。

3. Markov-generalized autoregressive conditional heteroscedasticity model

MARKV-GARCH模型

4. Estimated Theory of Semiparametric Regression Model With Heteroscedasticity

一类异方差半参回归模型的估计理论

5. In order to handle the defect of normal heteroscedasticity testing means, we pose a new mean, that is runs test.

但实际研究中往往有很多参数不服从假设的分布,针对这一以往方法的缺陷,提出了异方差的游程检验方法。

6. Testing for Heteroscedasticity in Semiparametric Random Effect Model

半参数随机效应模型的异方差检验

7. Lin, Bing-Huei &Shih-Kuo Yeh，2000，On the Distribution and Conditional Heteroscedasticity in Taiwan Stock Prices，Journal of Multinational Financial Management, Vol. 10, pp. 367-395.

叶仕国、林丙辉，民国八十八年，台湾股票价格非连续跳跃变动之研究，证券市场发展季刊第十一卷第一期，页61-92。

8. Then the estimated values of the depend variable and the residuals are obtained.So we can test heteroscedasticity by analyzing the trend of the squared residuals.

因此可以利用局部多项式拟合方法估计回归系数，进而得到因变量的拟合值及残差，然后通过分析残差的平方关于该回归变量的趋势性来检验误差的异方差性。

9. Based on the LR statistic and Score statistic, we obtain a test for heteroscedasticity in nonlinear proper dispersion models.

基于似然比统计量和得分统计量，得到变离差的检验。

10. It also showed that incorporating a GARCH model for the conditional heteroscedasticity can adequately model the fat tail and heteroscedastical volatility of financial assets.

实证上应用极值理论在高信赖水准之下单一资产的风险值估计，获得准确结果，在纳入GARCH模型更充分捕捉资产报酬厚尾与条件异质波动。

11. The real diagnosis result indicated: Open-end fund fluid target existence heteroscedasticity and peak thick tail;

实证结果表明:开放式基金的流动性指标存在异方差性和尖峰厚尾性;

12. Testing Heteroscedasticity by Wavelets in a Nonparametric Regression Model with Random Design

带有随机设计的非参数回归模型的异方差小波检验

13. The generalized autoregressive conditional heteroscedasticity (GARCH) model has the ability to describe the volatility of time series.

广义自回归条件异方差(GARCH)模型具有描述时间序列波动性的能力。

14. J. and Chen, H.J. (1994).Single-stage multiple comparison procedures under heteroscedasticity.

应用多重比较方法评鑑台湾上市公司之经营绩效。

15. CONSISTENCY OF A NEAREST NEIGHBOR ESTIMATION IN HETEROSCEDASTICITY REGRESSION MODEL

异方差回归模型近邻型估计的相合性

16. test for heteroscedasticity

异方差检验

17. The present normal heteroscedasticity testing means are parameter means,and they call for a certain distribution of the parameter.

异方差现有常规检验方法的大多是参数检验的方法,需要参数服从一定的分布。

18. Heteroscedasticity examination comparison and revision

异方差的检验比较和修正

19. Runs Test Used for Heteroscedasticity

异方差的游程检验

20. The Statistical Inferences of Non-simpleness Sample With Heteroscedasticity

异方差非简单样本的统计推断

21. Influence Graph for the Nonlinear Regression with Heteroscedasticity

影响图在非线性回归异方差检验中的应用

22. The paper estimated the technical efficiency index of Taiwan rice farmers using panel data and a stochastic production frontier with heteroscedasticity during the period 1998-2004.

摘要本文利用考虑异质变异性的随机生产边界模型，同时估算1998-2004期间稻作农家的生产风险与技术效率，并分析其影响因素。

23. The conditional heteroscedasticity is a typical characteristic of finance time series.

摘要条件异方差是金融时间序列变量的一个典型特征。

24. Since the electricity prices in the power market are usually characterized by mean reversion, heteroscedasticity, multicycle, jump, and peak, the forecasting accuracy is not satisfactory.

摘要电力市场中的电价呈现出均值回复、异方差、多周期、跳跃和尖峰等特性，预测精度往往不理想。

25. The heteroscedasticity regression equation is established and the best linear unbiased estimators for the regression parameters, the standard deviation and their covariance are also given.

文中建立了异方差回归方程，给出回归系数和标准差的最佳无偏整体估计及其协方差矩阵。

26. Parameter Estimation of a Heteroscedasticity Model for Clinical Trials

有依从性观测的临床试验模型的参数估计

27. conditional heteroscedasticity

条件异方差

28. conditional heteroscedasticity matrix

条件异方差矩阵

29. Especially, when we consider conditional heteroscedasticity during the hedging simulation, we use the method of EWMA which represent the volatility smile and is often used in calculating the VAR.

特别是,在利用该期权合约对上证指数基金模拟套期保值时考虑到异方差性,本文将利用指数滑动平均模型来度量市场波动率,体现了“波动率微笑效应”,模拟结果达到了良好的效果。

30. pure heteroscedasticity

纯异方差

31. autoregressive conditional heteroscedasticity

自回归条件异方差

32. The Persistence of Autoregressive Conditional Heteroscedasticity

自回归条件异方差的持续性研究

33. One Kind of Heteroscedasticity Testing Method on the Error Term in Econometric Modeling

计量经济模型中扰动项异方差性的一种检验方法

34. The Treatment of Heteroscedasticity and Serial Correlation in Econometric Models

计量经济模型中的异方差和序列相关问题

35. Statistical Analysis of Heteroscedasticity in Nonlinear Regression Models with Random Weight Function

随机权函数非线性回归模型的异方差统计分析

36. Modeling risk using nonparametric generalized transformed heteroscedasticity models

非参数的广义转换异方差模型

37. nonlinear generalized autoregressive conditional heteroscedasticity

非线性广义自回归条件方差