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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 ...
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 ...
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 ...
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 ...
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