Zobrazeno 1 - 10
of 56
pro vyhledávání: '"Breusch–Pagan test"'
Autor:
Alihodžić Almir
Publikováno v:
Bankarstvo, Vol 53, Iss 1, Pp 38-73 (2024)
Value changes in the real estate market affect both the quality of bank loan portfolios and financial stability and the real economy. The Republic of Serbia is one of the countries facing an upward trend in demand for housing. This paper investigates
Externí odkaz:
https://doaj.org/article/a97214feda574c1884420d3c15ba15c3
Akademický článek
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Publikováno v:
Afr. J. Appl. Stat. 6, no. 2 (2019), 741-753
Cet article se focalise sur le modele lineaire multivarie des moindres carres ou ordinaire (MLMO) en presence d'heteroscedasticite. Dans un tel cas, les estimateurs sont sans biais certes mais ils sont non-efficacces. Quatre tests d'heteroscedasticit
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::908a0020df5454382a84036d2064c843
https://doi.org/10.16929/ajas/2019.741.240
https://doi.org/10.16929/ajas/2019.741.240
Autor:
Siska Andriani
Publikováno v:
Al-Jabar: Jurnal Pendidikan Matematika, Vol 8, Iss 1, Pp 63-72 (2017)
Homoskedastisitas is one of the conditions are fulfilled classical assumptions in the regression analysis, if not met this means homoskedastisitas error variance is not constant and is said to occur heteroscedasticity problem. Test Park and Pagan God
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3619b3f3a66bbe27807865623dd348b3
https://doi.org/10.24042/ajpm.v8i1.1014
https://doi.org/10.24042/ajpm.v8i1.1014
Publikováno v:
Halunga, A, Orme, C D & Yamagata, T 2017, ' A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models ', Journal of Econometrics, vol. 198, no. 2, pp. 209-230 . https://doi.org/10.1016/j.jeconom.2016.12.005
This paper proposes a heteroskedasticity-robust Breusch–Pagan test of the null hypothesis of zero cross-section (or contemporaneous) correlation in linear panel data models, without necessarily assuming independence of the cross-sections. The proce
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::efef200551454a0e56badc9575d0e33a
https://doi.org/10.1016/j.jeconom.2016.12.005
https://doi.org/10.1016/j.jeconom.2016.12.005
Publikováno v:
International Journal of Data Science and Analysis. 7:8
Poverty and its alleviation schemes remain to be of much concern to many countries in the world. In the Sub-Saharan Africa, 41% of the population live below the extreme poverty line and in Kenya, almost 80% of the population are deemed poor. The Keny
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a756125491a97a0a821528d5154e5f9b
https://doi.org/10.11648/j.ijdsa.20210701.13
https://doi.org/10.11648/j.ijdsa.20210701.13
Autor:
Shagun Srivastava, Madhvendra Misra
Publikováno v:
Technology Analysis & Strategic Management. 27:420-436
A significant number of studies have been conducted to forecast the expanding market and evaluate new generation smartphone technologies. However, no such study has been witnessed so far that could forecast the release time of these technologies. The
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d5557602868daf1cf6cb9c536d6e113f
https://doi.org/10.1080/09537325.2014.1003537
https://doi.org/10.1080/09537325.2014.1003537
Publikováno v:
Journal of Time Series Analysis. 35:393-406
While the limiting null distributions of cointegration tests are invariant to a certain amount of conditional heteroskedasticity as long as global homoskedasticity conditions are fullled, they are certainly aected when the innovations exhibit timevar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8ffa80153d240386eec8cf79db2a142f
https://doi.org/10.1111/jtsa.12071
https://doi.org/10.1111/jtsa.12071
Akademický článek
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Publikováno v:
Journal of Statistical Computation and Simulation. 84:1552-1562
It has been known that when there is a break in the variance (unconditional heteroskedasticity) of the error term in linear regression models, a routine application of the Lagrange multiplier (LM) test for autocorrelation can cause potentially signif
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::15eda3121271909b907448b6ef2686e8
https://doi.org/10.1080/00949655.2012.754027
https://doi.org/10.1080/00949655.2012.754027