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Keyword heteroscedasticity

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Generalized Random Coefficient Estimators of Panel Data Models: Asymptotic and Small Sample Properties

by Mohamed Reda Abonazel

American Journal of Applied Mathematics and Statistics. 2016, 4(2), 46-58. DOI: 10.12691/ajams-4-2-4
Pub. Date: May 23, 2016Views: 22903 Downloads: 21903Like: 14

classical pooling estimation contemporaneous covariance first-order autocorrelation heteroscedasticity mean group estimation; monte carlo simulation random coefficient regression

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Test for Autoregressive Conditional Heteroscedasticity in Naira/US Dollar Exchange Rate in Nigeria

by Emenike Kalu O. and Peter Ifeanyichukwu Ali

International Journal of Econometrics and Financial Management. 2016, 4(1), 11-16. DOI: 10.12691/ijefm-4-1-2
Pub. Date: February 24, 2016Views: 17874 Downloads: 15964Like: 13

exchange rates descriptive statistics heteroscedasticity ARCH model Nigeria

Abstract Full Text PDF (129 KB) Full Text HTML Full Text ePUB (118 KB)

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