heteroscedasticity
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例句
Due to the excellent properties of showing heteroscedasticity, Panel Data models have been greatly used in economics.
由于能体现异质性等一系列优良性质,面板数据模型正被广泛应用到经济学各个领域中。
The autoregressive conditional heteroscedasticity (ARCH) model and cointegration theory of the non-classical econometrics are reviewed. 3.
对非经典计量经济学中的条件异方差模型和协整理论作了较为完整的综述。
The present normal heteroscedasticity testing means are parameter means, and they call for a certain distribution of the parameter.
异方差现有常规检验方法的大多是参数检验的方法,需要参数服从一定的分布。
The generalized autoregressive conditional heteroscedasticity (GARCH) model has the ability to describe the volatility of time series.
广义自回归条件异方差(GARCH)模型具有描述时间序列波动性的能力。
The conditional heteroscedasticity is a typical characteristic of finance time series.
条件异方差是金融时间序列变量的一个典型特征。
Under this circumstance, Engle brings forward the autoregressive conditional heteroscedasticity model(ARCH) in 1982.
在这种情况下,恩格尔于1982年提出了自回归条件异方差模型,简称ARCH模型。
The LLLS method has heteroscedasticity and it does not satisfy the basic hypothesis of standard linear regression.
LLLS法具有异方差性,不满足标准线性回归的基本假设。
Based on the LR statistic and Score statistic, we obtain a test for heteroscedasticity in nonlinear proper dispersion models.
基于似然比统计量和得分统计量,得到变离差的检验。
Modeling risk using nonparametric generalized transformed heteroscedasticity models
非参数的广义转换异方差模型
Estimated Theory of Semiparametric Regression Model With Heteroscedasticity
一类异方差半参回归模型的估计理论
The Persistence of Autoregressive Conditional Heteroscedasticity
自回归条件异方差的持续性研究
Runs Test Used for Heteroscedasticity
异方差的游程检验
Parameter Estimation of a Heteroscedasticity Model for Clinical Trials
有依从性观测的临床试验模型的参数估计
Testing Heteroscedasticity by Wavelets in a Nonparametric Regression Model with Random Design
带有随机设计的非参数回归模型的异方差小波检验
Heteroscedasticity examination comparison and revision
异方差的检验比较和修正
then, through the auto-correlation and heteroscedasticity testing, analyze the OLS model defect in this application;
其后,通过对序列自相关及异方差检验,分析出该模型在此应用中的缺陷;
Statistical Analysis of Heteroscedasticity in Nonlinear Regression Models with Random Weight Function
随机权函数非线性回归模型的异方差统计分析
Statistical Analysis of Heteroscedasticity in Semiparametric Models
半参数回归模型的异方差统计分析
The serial data of the return in Shanghai stock market have obvious heteroscedasticity phenomena;
上海股票市场收益率序列的波动具有显著的异方差性;
Score Tests of Heteroscedasticity in Nonlinear Regression Models with Random Coefficients
加权非线性随机系数模型异方差性的Score检验
Wavelet Estimator for Heteroscedasticity in Nonparametric Model
不等方差情形下非参数回归模型的小波估计
Heteroscedasticity Regression Analysis for Censored Data
截尾数据异方差回归分析
The Statistical Inferences of Non-simpleness Sample With Heteroscedasticity
异方差非简单样本的统计推断
Comparing Several Testing Methods of Heteroscedasticity
几种异方差检验方法的比较
Research on the Auto Regressive Conditional Heteroscedasticity Model
自回归条件异方差模型的研究分析
Testing for Heteroscedasticity in Semiparametric Random Effect Model
半参数随机效应模型的异方差检验
The Treatment of Heteroscedasticity and Serial Correlation in Econometric Models
计量经济模型中的异方差和序列相关问题
Testing for Phased Heteroscedasticity in Nonlinear Models With Structural Change
具有结构变化的非线性回归模型的阶段异方差检验
One Kind of Heteroscedasticity Testing Method on the Error Term in Econometric Modeling
计量经济模型中扰动项异方差性的一种检验方法
Diagnosis Method of Heteroscedasticity Testing and Analysis of Data Essence Influence
异方差性的诊断方法及数据属性影响的实证分析
Asymptotic Property of Testing for Heteroscedasticity in Single Index Models
单指标模型的异方差检验的渐近性质
The Examining Method of and Commentary on Heteroscedasticity
异方差性的检验方法及评述
Heteroscedasticity in Time Series Analysis
时间序列分析中的异方差性
Testing for Heteroscedasticity and Two-Step Estimation Based on Grouped Data
基于分组的异方差检验和两阶段估计
How to Deal with Heteroscedasticity Problems of Panel Data Model
平行数据模型中的异方差问题的处理