Academic literature on the topic 'Goldfeld-Quandt'

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Journal articles on the topic "Goldfeld-Quandt"

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Mahaboob, B., B. Venkateswarlu, J. Ravi Sankar, J. Peter Praveen, and C. Narayana. "A Discourse on the Estimation of Nonlinear Regression Model." International Journal of Engineering & Technology 7, no. 4.10 (2018): 992. http://dx.doi.org/10.14419/ijet.v7i4.10.26642.

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The present study evaluates an estimation for regression model which are nonlinear with Goldfeld, Quandt and exponential structure for heteroscedastic errors. An IENLGLS (Iterative Estimated Nonlinear Generalised Least Squares) estimator based on Goldfeld and Quandt for parametric vector has been derived in this research article. Volkan Soner Ozsoy e.t.al [1], in their paper, proposed an effective approach based on the particle Swarm Optimisation (PSO) algorithm in order to enhance the accuracy in the estimation of parameters of nonlinear regression model. Ting Zhang et.al [2], in their articl
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GUNAWAN, MADE ADI, LUH PUTU IDA HARINI, and MADE ASIH. "MENGATASI MASALAH HETEROSKEDASTISITAS DENGAN MENGASUMSIKAN VARIANS VARIABEL GANGGUANNYA PROPORSIONAL DENGAN X_i^2 DAN [E(Y_i)]^2." E-Jurnal Matematika 3, no. 1 (2014): 33. http://dx.doi.org/10.24843/mtk.2014.v03.i01.p063.

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The volatilities of time series data often experience heteroscedastic problems. Heteroscedasticity is a nuisance variable in the regression equation having a variance that is not constant. Therefore, methods to analyze the problem of heteroscedasticity are needed. This study aims to demonstrate how to eliminate the problem of heteroscedasticity. The method used is, GoldFeld-Quandt. As for eliminating the problem of heteroscedasticity by assuming the variance of interference variables proportional to E(Yi)2
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Goibov, M. A., and S. J. Zayniddinzoda. "The Impact of Fertilizer Application on the Yield of Grain Crops in the Agricultural Sector of the Republic of Tajikistan." Vestnik of the Plekhanov Russian University of Economics 20, no. 5 (2023): 33–37. http://dx.doi.org/10.21686/2413-2829-2023-33-37.

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Agriculture is the basis of the Tajik economy. Since independence, various studies and developments have been carried out in this area. At the moment, the task of the government is the dynamic development of the agricultural sector. The article presents an econometric analysis of the dynamics of grain crop yields for the period 1993–2020, which is associated with the amount of fertilizers applied. The main purpose of this work is to check whether there is a relationship between the application of mineral and organic fertilizers and the yield of grain crops. Through the application of of multip
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Adjibolosoo, Senyo B. S. K. "On choosing the level of significance for the goldfeld and quandt heteroskedasticity pretesting." Communications in Statistics - Simulation and Computation 20, no. 2-3 (1991): 437–47. http://dx.doi.org/10.1080/03610919108812964.

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Adjibolosoo, Senyo B. S. K. "The degree of severity of heteroskedasticity and the traditional goldfeld and quandt pretest estimator." Communications in Statistics - Simulation and Computation 19, no. 3 (1990): 827–36. http://dx.doi.org/10.1080/03610919008812890.

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Lebedeva, Irina, Larisa Nоrіk, and Stepan Lebedev. "Government expenditure on education in the light of the paradigm of sustainable development: Econometric spatial models and models of dynamics." Development management 21, no. 3 (2023): 43–56. http://dx.doi.org/10.57111/devt/3.2023.43.

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The knowledge economy is a paradigm of the post-industrial stage of the development of society, therefore research on the relationship between the level of the main economic indicators and state spending on education is relevant. The purpose of this article was to assess the impact of the main economic indicators on the state spending on education both in total and per capita. Econometric models based on spatial data as well as dynamics models were constructed, and the Goldfeld-Quandt test was performed. The study was conducted on the example of the most influential countries of the world and
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Hewitt, Gary. "Pitfalls in Using the Goldfeld-Quandt Test against Heteroscedasticity: A Comment on Howe and McFetridge." Canadian Journal of Economics 18, no. 4 (1985): 898. http://dx.doi.org/10.2307/135099.

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Soboń, Janusz, Natalia Burkina, Kostiantyn Sapun, and Ruslana Seleznova. "Comphrensive Analysis of a Company's Activity by Means of Statistical Modeling as Support for its Decision-Making System." Financial Internet Quarterly 17, no. 1 (2021): 62–69. http://dx.doi.org/10.2478/fiqf-2021-0007.

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Abstract An important role in ensuring effective forms of management and increasing competitiveness is played by the process of forecasting the activity of the enterprise. This work analyzed the performance of a food industry enterprise, for which a wide range of statistical methods were applied such as methods of cluster, correlational and regression analysis, statistical tests of Fisher, Student, Farrar-Glauber, Durbin-Watson, Goldfeld-Quandt, μ-criterion, multifactor regression, trend, auto-regression models, and models of seasonal fluctuations, which provided a view of the economic propert
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Rana, Md Sohel, Habshah Midi, and A. H. M. Rahmatullah Imon. "A Robust Modification of the Goldfeld-Quandt Test for the Detection of Heteroscedasticity in the Presence of Outliers." Journal of Mathematics and Statistics 4, no. 4 (2008): 277–83. http://dx.doi.org/10.3844/jmssp.2008.277.283.

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Tsesliv, Olga, Tamara Dunaieva, Julia Yereshko, and Oleksandr Tsesliv. "Study on the profitability of agricultural enterprises in Ukraine during the russian military invasion of Ukraine." System research and information technologies, no. 1 (March 29, 2024): 62–74. http://dx.doi.org/10.20535/srit.2308-8893.2024.1.05.

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This paper examines the effectiveness of grouping agricultural enterprises according to the wheat harvested area and assesses their profitability. We have developed linear and non-linear regression equations to predict the income for said groups of enterprises. The methodology is designed for cases when future market prices are probabilistic in nature. With the help of the developed methodology, it is possible to calculate the necessary production volumes in the conditions of price fluctuations. We have used the Goldfeld–Quandt parametric test to test the model for heteroscedasticity. Calculat
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Books on the topic "Goldfeld-Quandt"

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Dennis, Richard. A data omission rule for the Goldfeld-Quandt Test. Reserve Bank of New Zealand, 1996.

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Book chapters on the topic "Goldfeld-Quandt"

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FRANCEZ, L. M. de B., F. de J. BATISTA, and A. R. RUSCHEL. "MODELAGEM DO CRESCIMENTO EM ÁREA TRANSVERSAL DE CARAPA GUIANENSIS AUBL., SOB O EFEITO DA EXPLORAÇÃO FLORESTAL, DESBASTE E FOGO NA FLONA TAPAJÓS, BELTERRA, PARÁ." In Tópicos Especiais em Engenharia Florestal - Volume 1. Editora Científica Digital, 2024. http://dx.doi.org/10.37885/240416460.

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O objetivo desta pesquisa foi modelar e avaliar o crescimento da área transversal, ingresso e mortalidade de Carapa guianensis Aubl., sob o efeito da exploração florestal, desbaste e fogo na Floresta Nacional do Tapajós, Belterra, Pará. Em 1981 e 1983, foram instaladas aleatoriamente 60 parcelas de 50 m x 50 m, onde foram mensurados os indivíduos com DAP > 5cm. Foram constituídos oito tratamentos conforme as diferentes intensidades de exploração, desbaste e fogo. Foram ajustados modelos de crescimento, ingresso e mortalidade com os dados relativos ao período de 1981(1983) - 2012. A competiç
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Conference papers on the topic "Goldfeld-Quandt"

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Junthopas, Wannaporn, and Rattiyaporn Jarupak. "Test performance of modified Goldfeld-Quandt test for heteroscedasticity problem." In 5TH INTERNATIONAL CONFERENCE ON MATHEMATICAL SCIENCES (ICMS5). AIP Publishing, 2024. http://dx.doi.org/10.1063/5.0228291.

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