Alberto ABADIE, Guido W. IMBENS, Estimation of the Conditional Variance in Paired Experiments, Annales d'Économie et de Statistique, No. 91/92, Econometric Evaluation of Public Policies: Methods and ...

Using the HETERO Statement with GARCH Models The HETERO statement can be combined with the GARCH= option on the MODEL statement to include input variables in the GARCH conditional variance model. For ...

This result is used for the construction of a Kolmogorov-Smirnov and a Cramér-von Mises type of statistic for testing the parametric form of the conditional variance. The consistency of a bootstrap ...

HAMPTON — Despite vocal opposition by residents, Tom Nigrelli, president of Drakes Appleton, received conditional approval for a variance request from the Zoning Board for a condominium complex ...

The variance for the linked QTLs conditional on flanking marker information was modeled. The results obtained can straightforwardly be used in genetic evaluation by BLUP using marker and trait ...