Diebold and Yilmaz (2015) recently introduced variance decomposition networks as tools for quantifying and ranking the systemic risk of individual firms. The nature of these networks and their implied ...

To investigate the magnitude and relative contribution of different sources of measurement errors present in the estimation of food intake via the 24-h recall technique. We applied variance ...

In order to evaluate the statistical properties of the variance components method implemented in SOLAR and GENEHUNTER2, the type I error rate, power and estimated ...

The regression model with autocorrelated disturbances is as follows: In these equations, y t are the dependent values, x t is a column vector of regressor variables, is a column vector of structural ...

Tables are given to facilitate the maximum likelihood estimation of error variance using the M smallest squares of K single degree of freedom contrasts. Some ...

There are several approaches to dealing with heteroscedasticity. If the error variance at different times is known, weighted regression is a good method. If, as is ...