Matches in SemOpenAlex for { <https://semopenalex.org/work/W2150389354> ?p ?o ?g. }
Showing items 1 to 87 of
87
with 100 items per page.
- W2150389354 endingPage "315" @default.
- W2150389354 startingPage "286" @default.
- W2150389354 abstract "This paper proposes a new approach to modeling heteroskedastidty which enables the modeler to utilize information conveyed by data plots in making informed decisions on the form and structure of heteroskedasticity. It extends the well-known normal/linear/homoskedastic models to a family of non-normal/linear/heteroskedastic models. The non-normality is kept within the bounds of the elliptically symmetric family of multivariate distributions (and in particular the Student's t distribution) that lead to several forms of heteroskedasticity, including quadratic and exponential functions of the conditioning variables. The choice of the latter family is motivated by the fact that it enables us to model some of the main sources of heteroskedasticity: “thicktails,” individual heterogeneity, and nonlinear dependence. A common feature of the proposed class of regression models is that the weak exogeneity assumption is inappropriate. The estimation of these models, without the weak exogeneity assumption, is discussed, and the results are illustrated by using cross-section data on charitable contributions." @default.
- W2150389354 created "2016-06-24" @default.
- W2150389354 creator A5049270107 @default.
- W2150389354 date "1994-06-01" @default.
- W2150389354 modified "2023-10-12" @default.
- W2150389354 title "On Modeling Heteroskedasticity: The Student's <i>t</i> and Elliptical Linear Regression Models" @default.
- W2150389354 cites W1482449756 @default.
- W2150389354 cites W1510574737 @default.
- W2150389354 cites W1969843301 @default.
- W2150389354 cites W1981109455 @default.
- W2150389354 cites W1996900795 @default.
- W2150389354 cites W1999029409 @default.
- W2150389354 cites W2008572210 @default.
- W2150389354 cites W2011187933 @default.
- W2150389354 cites W2013046871 @default.
- W2150389354 cites W2029917153 @default.
- W2150389354 cites W2092265100 @default.
- W2150389354 cites W2106491764 @default.
- W2150389354 cites W2108818539 @default.
- W2150389354 cites W2109542379 @default.
- W2150389354 cites W2124120883 @default.
- W2150389354 cites W2153752172 @default.
- W2150389354 cites W2233960886 @default.
- W2150389354 cites W2796283166 @default.
- W2150389354 cites W4206419526 @default.
- W2150389354 cites W4231221769 @default.
- W2150389354 cites W4233014035 @default.
- W2150389354 cites W4233077495 @default.
- W2150389354 cites W4298248278 @default.
- W2150389354 cites W4300246981 @default.
- W2150389354 cites W4362230038 @default.
- W2150389354 doi "https://doi.org/10.1017/s0266466600008422" @default.
- W2150389354 hasPublicationYear "1994" @default.
- W2150389354 type Work @default.
- W2150389354 sameAs 2150389354 @default.
- W2150389354 citedByCount "85" @default.
- W2150389354 countsByYear W21503893542012 @default.
- W2150389354 countsByYear W21503893542013 @default.
- W2150389354 countsByYear W21503893542014 @default.
- W2150389354 countsByYear W21503893542017 @default.
- W2150389354 countsByYear W21503893542018 @default.
- W2150389354 countsByYear W21503893542020 @default.
- W2150389354 countsByYear W21503893542021 @default.
- W2150389354 countsByYear W21503893542022 @default.
- W2150389354 crossrefType "journal-article" @default.
- W2150389354 hasAuthorship W2150389354A5049270107 @default.
- W2150389354 hasConcept C101104100 @default.
- W2150389354 hasConcept C104409967 @default.
- W2150389354 hasConcept C105795698 @default.
- W2150389354 hasConcept C149782125 @default.
- W2150389354 hasConcept C163175372 @default.
- W2150389354 hasConcept C2776157432 @default.
- W2150389354 hasConcept C28826006 @default.
- W2150389354 hasConcept C33923547 @default.
- W2150389354 hasConcept C48921125 @default.
- W2150389354 hasConcept C610760 @default.
- W2150389354 hasConceptScore W2150389354C101104100 @default.
- W2150389354 hasConceptScore W2150389354C104409967 @default.
- W2150389354 hasConceptScore W2150389354C105795698 @default.
- W2150389354 hasConceptScore W2150389354C149782125 @default.
- W2150389354 hasConceptScore W2150389354C163175372 @default.
- W2150389354 hasConceptScore W2150389354C2776157432 @default.
- W2150389354 hasConceptScore W2150389354C28826006 @default.
- W2150389354 hasConceptScore W2150389354C33923547 @default.
- W2150389354 hasConceptScore W2150389354C48921125 @default.
- W2150389354 hasConceptScore W2150389354C610760 @default.
- W2150389354 hasIssue "2" @default.
- W2150389354 hasLocation W21503893541 @default.
- W2150389354 hasOpenAccess W2150389354 @default.
- W2150389354 hasPrimaryLocation W21503893541 @default.
- W2150389354 hasRelatedWork W1700759044 @default.
- W2150389354 hasRelatedWork W1974200695 @default.
- W2150389354 hasRelatedWork W1997227184 @default.
- W2150389354 hasRelatedWork W2040181487 @default.
- W2150389354 hasRelatedWork W2069391202 @default.
- W2150389354 hasRelatedWork W2071357747 @default.
- W2150389354 hasRelatedWork W2163459455 @default.
- W2150389354 hasRelatedWork W2439899683 @default.
- W2150389354 hasRelatedWork W2582496451 @default.
- W2150389354 hasRelatedWork W2583506354 @default.
- W2150389354 hasVolume "10" @default.
- W2150389354 isParatext "false" @default.
- W2150389354 isRetracted "false" @default.
- W2150389354 magId "2150389354" @default.
- W2150389354 workType "article" @default.