异方差性

得出以下主要结论：中国经济周期波动具有条件异方差性、持续性和非对称性的特征；

The paper draws the main conclusions as follows : Chinese business cycle is characterized with conditional heteroskedasticity , continuity and non-symmetry ;

一元加权最小二乘估计处理异方差性及SAS实现一致最优方案的不足

Simple Weighted Least Squares on Dealing with Heteroscedasticity and its SAS Programme

加权非线性随机系数模型异方差性的Score检验

Score Tests of Heteroscedasticity in Nonlinear Regression Models with Random Coefficients

本文讨论了误差为ARMA（1,1）序列的非线性回归模型.首先得到随机误差相关性和异方差性检验的似然比检验统计量和Score检验统计量；

The likelihood ratio test and Score test are proposed to test the autocorrelation and heteroscedasticity of the ARMA ( 1,1 ) sequence random errors in nonlinear regression models .

结果表明我国上海股票市场收益率序列的波动具有显著的异方差性，可以用GARCH（1,1）进行拟合。

The result shows that there is serious volatility on return rate of the stock market , and GARCH ( 1,1 ) model performs very well .

LLLS法具有异方差性，不满足标准线性回归的基本假设。

The LLLS method has heteroscedasticity and it does not satisfy the basic hypothesis of standard linear regression .

通过采用GLS方法对1997-2009年的省级面板数据进行估计，能有效地解决面板数据估计中的异方差性、序列相关性和截面相关性问题，体现出较高的估计效率。

Through adopting the GLS method to estimate the provincial panel data from 1997 to 2009 , such defects as heteroscedasticity , serial correlation and cross-section correlation can be solved .

在金融时间序列分析中，GARCH模型适合描叙金融时间序列的异方差性，而门限模型（门限自回归或门限ARMA模型）能较为精确地刻画序列的非线性规律。

In the analysis of financial time series , the GARCH Model is suitable for depicting the conditional heteroscedasticity of financial time series and the threshold model ( threshold autoregressive or threshold ARMA model ) is able to quite accurately describe the non-linear rules of series .

但是，鉴于金融时间序列的非正态、尖峰厚尾特征，指数波动性存在条件异方差性，会影响实证检验结果，因而本文采用GARCH（1,1）模型来模拟股市的波动性。

However , given the non-normality of financial time series , the fat tail characteristics , the index volatility of conditional heteroscedasticity , will affect the empirical test results , this paper uses the GARCH ( 1,1 ) model to simulate the volatility of the stock market .

针对市场风险与流动性风险的时变性、异方差性和尾部特点，利用GARCH-EVT方法进行建模。

Considering the time variation , heteroscedasticity and tail characters of market risk and liquidity risk , GARCHEVTmethod is used for the modeling of these properties .

套索回归对于多元共线性、异方差性没有严格的要求，实用范围更广。

Lasso regression is not strict requirements for multi-collinearity , heteroscedasticity .

回归模型中的异方差性检验及分析

Test of Heteroscedasticity in Regression Models and Its Influence Analysis

非线性回归模型相关性和异方差性的检验

Tests of Autocorrelation and Heteroscedasticity of the Random Errors in Nonlinear Regression Models

在许多实际问题中，检验观察数据是否出现异方差性是一个相当感兴趣的问题。

It is of considerable interest in testing for heteroscedasticity in many practical studies .

上海股票市场收益率序列的波动具有显著的异方差性；

The serial data of the return in Shanghai stock market have obvious heteroscedasticity phenomena ;

若模型存在异方差性，也会存在同样的问题。

When the model is heteroscedastic , we can face with the same problems as serial correlation .

分析结果显示：我国股市日收益率具有明显的异方差性、波动性、聚集性、持续性和杠杆效应。

The results showed that the daily yield of China 's stock market had obvious heteroscedasticity , volatility , aggregation , sustainability and leverage effect .

给出了带有空间异方差性的空间面板计量模型的空间维单位根检验和协整检验的方法及具体实施步骤，并给出了相应的判别标准。

Presented spatial nonstationarity test methods on spatial panel econometric model with spatial heteroscedasticity , and the corresponding implementation steps , the corresponding criterion . 5 .

本文提出了通过检验剩余绝对值和自变量的等级相关系数，检验材积方程模型异方差性的方法。

In this paper , the method of testing model heteroscedasticity for volume equations by testing rank correlation coeffients between absolute residuals and independent variables is presented .

对其进行了基本的统计分析后，发现和大部分金融时间序列一样，我们选择的样本数据具有尖峰厚尾的特征，且波动呈现集群现象，异方差性明显。

Its basic statistical analysis shows that , like most financial time series , we selected sample data is fat-tailed and the fluctuations is clustered , which shows the heteroscedasticity .

然而，当未知形式的相关性和条件异方差性存在时，带宽的选择和厌恶参数的估计使得一致估计渐进方差变得很复杂。

But with the existence of heteroscedasticity and autocorrelation of unknown form , estimating asymptotic variance consistently can be pretty complicated due to the bandwidth selection and the nuisance parameter estimation .

特别是，在利用该期权合约对上证指数基金模拟套期保值时考虑到异方差性，本文将利用指数滑动平均模型来度量市场波动率，体现了波动率微笑效应，模拟结果达到了良好的效果。

Especially , when we consider conditional heteroscedasticity during the hedging simulation , we use the method of EWMA which represent the volatility smile and is often used in calculating the VAR.

论加权回归与建模以加权回归估计方法为核心，对林业上常用模型的异方差性进行了研究，提出了能彻底消除异方差的最佳权函数。

Taking weighting regression estimation method as the core , the heteroscedasticity of the general models used in forestry was discussed , and an optimal weight function was presented that could completely eliminate the unequal variance .

用加权最小二乘法估计异方差的材积方程参数，有效地克服了村积的异方差性，提高了材积方程的适用精度。

Estimating the parameters of the volume equations of heteroscedastic model by the method of weighted least squares effectively corrects the non-homogeneity of the volume variance and greatly raises the accuracy of the applicability of volume equations .