Alberto ABADIE, Guido W. IMBENS, Estimation of the Conditional Variance in Paired Experiments, Annales d'Économie et de Statistique, No. 91/92, Econometric Evaluation of Public Policies: Methods and ...

Using the HETERO Statement with GARCH Models The HETERO statement can be combined with the GARCH= option on the MODEL statement to include input variables in the GARCH conditional variance model. For ...

Our main applications consist of approximations to the tail probability of the ratio of a martingale over its conditional variance (or its quadratic variation for continuous martingales). We provide ...

The variance for the linked QTLs conditional on flanking marker information was modeled. The results obtained can straightforwardly be used in genetic evaluation by BLUP using marker and trait ...