To understand the role of family background in intergenerational mobility, a large literature has focused on the conditional mean of children's economic outcomes given parent's economic status, while ...

The conditional variance, skewness, and kurtosis play a central role in time series analysis. These three conditional moments (CMs) are often studied by some parametric models but with two big issues: ...

dc.description.abstract To understand the role of family background in intergenerational mobility, a large literature has focused on the conditional mean of children's economic outcomes given parent's ...

In this paper, a local 𝑀-estimation for the conditional variance function in heteroscedastic regression models under stationary α-mixing dependent samples is developed. The local 𝑀-estimator is ...

In the prediction of genetic values and quantitative trait loci (QTLs) mapping via the mixed model method incorporating marker information in animal populations, it is important to model the genetic ...

1 Graduate Institute of Finance, National Taiwan University of Science and Technology, Taipei City. 2 Department of Finance, National Kaohsiung First University of Science and Technology, Kaohsiung ...