All in the Family

By William B. White, Bob Savage. 2005

146 citations recorded by the source corpus.

Subfields: Clinical Psychology, Psychiatry and Mental health, Social Psychology

View Paper: https://www.semanticscholar.org/paper/f2f5514495e3044bfc8ba010097fc1dce2f342cb

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Clinical Psychology

1. Stavros Degiannakis *
2. Gabriele Fiorentini
3. Evdokia Xekalaki
4. Giorgio Calzolari
5. Enrique Sentana

In Psychiatry and Mental health

1. Stavros Degiannakis *
2. Gabriele Fiorentini
3. Evdokia Xekalaki
4. Giorgio Calzolari
5. Enrique Sentana

In Social Psychology

1. Stavros Degiannakis *
2. Gabriele Fiorentini
3. Evdokia Xekalaki
4. Giorgio Calzolari
5. Enrique Sentana

Citations in the corpus

• Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models With Student t Innovations (2003, background): “In this respect, Fiorentini et al. (2003) established that the condition is indeed satis ed for the family of GARCH-M models analyzed by Hentschel (1995).”
• On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models (2004, methodology): “…test, originally devised for constant conditional variance models with no functional dependence between conditional mean and variance parameters, can be safely applied to the broad class of Garch-m models discussed by Hentschel (1995), as well as to the Quadratic Garch-m model of Sentana (1995).”
• Autoregressive Conditional Heteroscedasticity (ARCH) Models: A Review (2004, methodology): “Thus, they suggested an alternative specification, which is a direct generalization of Hentschel’s model in (2.26): bcbf 1zfL1a 1 L1L1 t t t t t t 1t v 1t td , (2.50) Imposing appropriate restrictions on the parameters of (2.50), a number of models are obtained as”