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You searched for "heteroskedasticity"

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CEP Discussion Paper
US Real Interest Rates and Default Risk in Emerging Economies Nathan Foley-Fisher and Bernardo Guimaraes
October 2009
Paper No' CEPDP0952:
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JEL Classification: F34; G15


Tags: real interest rates; default; sovereign debt; identification through heteroskedasticity

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CEP Discussion Paper
Further Simulation Evidence on the Performance of the Poisson Pseudo-Maximum Likelihood Estimator J. M. C. Santos Silva and Silvana Tenreyro May 2009
Paper No' CEPDP0933:
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JEL Classification: C13; C50; F10


Tags: gravity equation; heteroskedasticity; jensen's inequality

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CEP Discussion Paper
The Log of Gravity Joao Santos Silva and Silvana Tenreyro
July 2005
Paper No' CEPDP0701:
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JEL Classification: C13; C21; F10; F11; F12; F15


Tags: elasticities; gravity equation; heteroskedasticity; jensen's inequality; poisson regression; preferential-trade agreements