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Estimating Heterogeneous Returns to Education in Germany via Conditional Heteroskedasticity
return to education wage equation control function approach second moment exclusion restriction
2012/10/22
In this paper I investigate the causal returns to education for different educational groups in Germany by employing a new method by Klein and Vella (2010) that bases identification on the presence of...
Testing and modelling autoregressive conditional heteroskedasticity of streamflow processes
autoregressive conditional heteroskedasticity streamflow processes
2009/11/9
Conventional streamflow models operate under the assumption of constant variance or season-dependent variances (e.g. ARMA (AutoRegressive Moving Average) models for deseasonalized streamflow series an...
Maximum entropy autoregressive conditional heteroskedasticity model
Maximum entropy density ARCH models Excess kurtosis Asymmetry Peakedness of distribution Stock returns data
2011/4/2
In many applications, it has been found that the autoregressive conditional heteroskedasticity (ARCH) model under the conditional normal or Student’s t distributions are not general enough to account ...