Listar por tema "Heteroskedasticity"

Mostrando ítems 1-2 de 2

    • openAccess   The log of gravity revisited 

      Martinez-Zarzoso, Inmaculada Taylor & Francis (2011-09-23)
      This paper evaluates the performance of alternative estimation methods for gravity models with heteroskedasticity and zero trade values. Both problematic issues, recently addressed by Santos Silva and Tenreyro in an ...

    • closedAccess   Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach 

      Alfarano, Simone; Lux, Thomas; Wagner, Friedrich Elsevier (2008-01)
      A growing body of recent literature allows for heterogenous trading strategies and limited rationality of agents in behavioral models of financial markets. More and more, this literature has been concerned with the explanation ...