المؤلفون: Chris D. Orme, Takashi Yamagata, Andreea G. Halunga

المصدر: 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

مصطلحات موضوعية: Economics and Econometrics, Heteroscedasticity, Asymptotic analysis, Series (mathematics), Breusch–Pagan test, Applied Mathematics, 05 social sciences, Monte Carlo method, Asymptotic theory (statistics), 01 natural sciences, 010104 statistics & probability, 0502 economics and business, Statistics, 0101 mathematics, Null hypothesis, Independence (probability theory), 050205 econometrics, Mathematics

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::efef200551454a0e56badc9575d0e33a
https://doi.org/10.1016/j.jeconom.2016.12.005

المؤلفون: Wasel Shadat, Chris D. Orme

المصدر: Shadat, W B & Orme, C D 2018, ' Robust Parametric Tests of Constant Conditional Correlation in a MGARCH model ', Econometric Reviews, vol. 37, no. 6, pp. 551-576 . https://doi.org/10.1080/07474938.2015.1122120

مصطلحات موضوعية: Economics and Econometrics, Quasi-maximum likelihood, Mathematical optimization, Test procedures, constant conditional correlation, 05 social sciences, Monte Carlo method, Conditional Moment Tests, Constant Conditional Correlation, Monte Carlo, Multivariate GARCH models, Robustness, Conditional moment tests, robustness, 01 natural sciences, Correlation, 010104 statistics & probability, Multivariate garch model, Robustness (computer science), 0502 economics and business, Applied mathematics, 0101 mathematics, multivariate GARCH, Conditional variance, 050205 econometrics, Parametric statistics, Mathematics

وصف الملف: application/octet-stream; text; application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e004bdf8548680dd5ad705646017acce
https://doi.org/10.1080/07474938.2015.1122120

المؤلفون: Alastair R. Hall, Yuyi Li, Chris D. Orme, Arthur Sinko

المصدر: Taylor & Francis Journals, Econometric Reviews. 34(3):286-327

الإتاحة: https://ideas.repec.org/a/taf/emetrv/v34y2015i3p286-327.html

المؤلفون: Chris D. Orme, Takashi Yamagata

المصدر: Taylor & Francis Journals, Econometric Reviews. 33(5-6):431-471

الإتاحة: https://ideas.repec.org/a/taf/emetrv/v33y2014i5-6p431-471.html

المؤلفون: Andreea G. Halunga, Chris D. Orme

المصدر: Econometric Theory. 25:364-410

مصطلحات موضوعية: Economics and Econometrics, Heteroscedasticity, Autoregressive model, Autoregressive conditional heteroskedasticity, Monte Carlo method, Econometrics, Volatility (finance), Conditional expectation, Social Sciences (miscellaneous), Regression, Mathematics, Parametric statistics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::21bf658a6f51285e7bb665efa0f7f566
https://doi.org/10.1017/s0266466608090129

المؤلفون: Chris D. Orme, Takashi Yamagata

المصدر: The Econometrics Journal. 9:404-422

مصطلحات موضوعية: Economics and Econometrics, Asymptotic analysis, F-test, Statistics, Order (group theory), Applied mathematics, Asymptotic distribution, Fixed effects model, Random effects model, Statistic, Mathematics, Panel data

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::117f3ff91f5316dd0d4b09c9043d2c94
https://doi.org/10.1111/j.1368-423x.2006.00191.x

المؤلفون: Chris D. Orme, Leslie G. Godfrey, J.M.C. Santos Silva

المصدر: The Econometrics Journal. 9:76-97

مصطلحات موضوعية: Economics and Econometrics, Heteroscedasticity, Asymptotic analysis, Distribution (mathematics), Homoscedasticity, Linear regression, Monte Carlo method, Econometrics, Null hypothesis, Simulation based, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::11e303268c56e2342bbd26c2d9a5243f
https://doi.org/10.1111/j.1368-423x.2006.00177.x

المؤلفون: Andreea Halunga, Chris D. Orme, Takashi Yamagata

وصف الملف: 45 page(s); text; application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=od______2295::6712bbc0fa8e8f70942bd18270fbd803
http://www.manchester.ac.uk/escholar/uk-ac-man-scw:254495

المؤلفون: Takashi Yamagata, Chris D. Orme

المصدر: Econometric Reviews. 24:467-481

مصطلحات موضوعية: Selection bias, Score test, Economics and Econometrics, media_common.quotation_subject, Estimator, Sample (statistics), Variance (accounting), Wald test, Multicollinearity, Likelihood-ratio test, Statistics, Econometrics, Mathematics, media_common

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::928c37a5cb3556e631a8df9612fe6c74
https://doi.org/10.1080/02770900500406132

المؤلفون: Leslie G. Godfrey, Chris D. Orme

المصدر: Economics Letters. 82:281-287

مصطلحات موضوعية: Economics and Econometrics, Heteroscedasticity, Statistics, Linear regression, Econometrics, Regression analysis, Sample (statistics), Finance, Reliability (statistics), Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::2756e56f728205f557957aca3cdb8676
https://doi.org/10.1016/j.econlet.2003.08.012