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publications

(23)   

• On the distribution and conditional heteroscedasticity in Taiwan stock prices
  Bing-Huei Lin and Shih-Kuo Yeh Journal of Multinational Financial Management10(3-4):367--395Dec2000.
  to (GARCH) Generalized autoregressive conditional heteroscedasticity by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Modelling the sterling-deutschmark exchange rate: Non-linear dependence and thick tails
  Guglielmo Maria Caporale and Nikitas Pittis Economic Modelling13(1):1--14Jan1996.
  to Heteroscedasticity by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• A diagnostic for heteroscedasticity based on the spearman rank correlation
  Y. Yin and R. J. Carroll Statistics \& Probability Letters10(1):69--76Jun1990.
  to Heteroscedasticity by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Estimation of multivariate non-linear time series models
  A. Thavaneswaran and Bovas Abraham Journal of Statistical Planning and Inference29(3):351--363Nov1991.
  to Heteroscedasticity by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Long run variance estimation and robust regression testing using sharp origin kernels with no truncation
  Peter C. B. Phillips and Yixiao Sun and Sainan Jin Journal of Statistical Planning and Inference137(3):985--1023Mar2007.
  to Heteroscedasticity and autocorrelation consistent error standard by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Monetary policy shocks:: Testing identification conditions under time-varying conditional volatility
  Michel Normandin and Louis Phaneuf Journal of Monetary Economics51(6):1217--1243Sep2004.
  to Conditional heteroscedasticity by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• A partial score test for difference among heterogeneous populations
  Hong-Dar Isaac Wu Journal of Statistical Planning and Inference137(2):527--537Feb2007.
  to Heteroscedasticity by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss
  Judith A. Giles and David E. A. Giles Journal of Statistical Planning and Inference50(1):21--35Feb1996.
  to Heteroscedasticity by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• A consistent test for heteroscedasticity in nonparametric regression based on the kernel method
  Holger Dette Journal of Statistical Planning and Inference103(1-2):311--329Apr2002.
  to Test for heteroscedasticity by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• A note on levene's tests for equality of variances
  Raymond J. Carroll and Helmut Schneider Statistics \& Probability Letters3(4):191--194Jul1985.
  to heteroscedasticity by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX