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3 Papers found for "Heteroskedasticity (3)"

Bootstrap Prediction Intervals for Time Series Models with Hetroscedastic Errors

Alamgir, Amjad Ali, Dost Muhammad Khan, Sajjad Ahmad Khan, Umair Khalil

Pakistan Journal of Statistics | 2017

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On the Performance of Some Ridge Estimators in Partially Linear Models with Heteroskedastic and Autocorrelated Errors

Asuman S. Turkmen, Gülin Tabakan

Pakistan Journal of Statistics | 2015

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Modified Variance Ratio Test for Autocorrelation in the Presence of Heteroskedasticity

Nuzhat Aftab, Sohail Chand

Lahore Journal of Economics | 2018

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