Conditional Variance Estimation in Heteroscedastic Regression Models Lu-Hung Chen1 , Ming-Yen Cheng2 and Liang Peng3 Abstract First, we propose a new method for estimating the conditional variance in heteroscedasticity r

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Date: 2010-10-02 23:38:00		Conditional Variance Estimation in Heteroscedastic Regression Models Lu-Hung Chen1 , Ming-Yen Cheng2 and Liang Peng3 Abstract First, we propose a new method for estimating the conditional variance in heteroscedasticity r Add to Reading List Source URL: www.math.ntu.edu.tw Download Document from Source Website File Size: 370,43 KB Share Document on Facebook