heteroskedasticity
There are 24 repositories under heteroskedasticity topic.
quangvanbui/introductory-econometrics
Comprehensive tutorial notes for ETC2410 Introductory Econometrics
sokbae/sketching
Sketching of Data via Random Subspace Embeddings
VFCI/vfci
Code to reproduce paper Adrian, Duarte and Iyer (2023), “The Market Price of Risk and Macro-Financial Dynamics”
Avinash793/regression-analysis-examples
Detailed implementation of various regression analysis models and concepts on real dataset.
donotdespair/SVAR-MSH-ID
R Code for Bayesian Inference for Structural Vector Autoregressions Identified with Markov-Switching Heteroskedasticity
MRCIEU/varGWAS
GWAS of trait variance (C++)
GeoBosh/mixAR
An R package for time series modelling with mixture autoregressive and related models.
MRCIEU/varGWASR
R package to perform regression-based Brown-Forsythe test
rishabhgupta91/Macroeconomic-Variables-and-SandP-500-Performance
Impact of macroecomonic variables on S&P 500
Sarthak-Mohapatra/Effect-of-Shall-Carry-Law-on-Violence-Rate-in-United-States
As part of this project, we have used Regression Analysis on top of a panel data on Guns in USA to determine the "Effect of Shall-Carry Law on Violence Rate and Incarceration Rate in United States".
apashch/Heterosked-reg-models
Testing different models for the linear regression model with one estimator and heteroskedacity in data
calosor/ols_regression
OLS regression with possibility of controlling for fixed effects and robust standard errors
claCase/Heteroskedasticity-DNN
Full Log-Likelihood Heteroskedastic Regression with Deep Neural Networks and Tensorflow
evajryang/Econometrics-RegressionAnalysis
Econometrics_regression analysis using R language
ferdynandariza/fgls
Script used for my undergraduate thesis
gepapago/Empirical-Research
Basic methodologies of Empirical Research applied on various case studies (R language)
katlass/Umass-Senior-Project-2019
The purpose of my application was to solve a problem many businesses (small businesses in particular) face. They do not know how much to produce, where to price, how much to spend on advertising and many other questions. Eden’s purpose was to answer these questions for them easily and with no technical acumen required by the user. Eden would model supply and demand equations using ordinary least squares (OLS) regression on the user’s data to form the best fitting supply and demand equations possible. The best fit was to be ensured by regressing each variable against demand or supply, determine the best shape via the highest adjusted R2, and then do an OLS regression and simplistically tell the user what the results mean. Eden would attempt multiple shapes like linear, logarithmic, cubic, quadratic, and inverse. The user interface would be easy to navigate and user-friendly.
niekdt/meanvar-clustering-longitudinal-data
Supplementary materials for the manuscript "Latent-class trajectory modeling with a heterogeneous mean-variance relation" by N. G. P. Den Teuling, F. Ungolo, S.C. Pauws, and E.R. van den Heuvel
robertschnitman/diagnoser
Diagnostic tools for regression modeling.
robertschnitman/diagnoserjl
Diagnostic tools for regression modeling. Julia-equivalent for diagnoser (https://github.com/robertschnitman/diagnoser).
akash2262/P6-heteroskedasticity-checking
Here I have checked and removed for heteroskedasticity .
diego-florez/Diamonds-Price-Prediction
Repo where different methods for price regression are used (supervised machine learning)
Semmyinc/Hamoye-Tag-Along-Project-B-Spring-23
Linear Multilinear and Logistic Regression in Machine Learning