In regression analysis, conditioning simply means looking at the response variable after taking the predictor into account. When we condition on a variable X, we are asking: "what does Y look like ...

There are several approaches to dealing with heteroscedasticity. If the error variance at different times is known, weighted regression is a good method. If, as is ...

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 ...