{"entities":{"Q71674":{"pageid":72801,"ns":120,"title":"Item:Q71674","lastrevid":105517322,"modified":"2026-10-10T03:02:25Z","type":"item","id":"Q71674","labels":{"en":{"language":"en","value":"garchx"}},"descriptions":{"en":{"language":"en","value":"Flexible and Robust GARCH-X Modelling"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"438d0eef0223375d3a92def8ffc6a10a8bf1ca95","datavalue":{"value":{"entity-type":"item","numeric-id":57080,"id":"Q57080"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q71674$33341EFB-2699-44DD-9B4A-611443B52C8B","rank":"normal"}],"P132":[{"mainsnak":{"snaktype":"value","property":"P132","hash":"af01e46b0b8b821f8598e3d557ba764f2f2f6d23","datavalue":{"value":"1.5","type":"string"},"datatype":"string"},"type":"statement","qualifiers":{"P28":[{"snaktype":"value","property":"P28","hash":"0150e4f53b4eefda0ca39a66ec4357bc0a6d7492","datavalue":{"value":{"time":"+2022-09-13T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"}]},"qualifiers-order":["P28"],"id":"Q71674$7868C51E-3B75-4BA2-8511-E2FC57F89FAC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P132","hash":"b542975f358e64266fc8bf3287bc018a1e05a763","datavalue":{"value":"PACKAGES.rds","type":"string"},"datatype":"string"},"type":"statement","qualifiers":{"P28":[{"snaktype":"value","property":"P28","hash":"bdab782bc09c5c1d8687a0515dd3ffbe9dda94be","datavalue":{"value":{"time":"+2026-07-09T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"}]},"qualifiers-order":["P28"],"id":"Q71674$D882B27B-6EB1-4913-B4A5-E23B645492DF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P132","hash":"52132506095ca5fb2946ebd8e612b254d9fd37af","datavalue":{"value":"1.0","type":"string"},"datatype":"string"},"type":"statement","qualifiers":{"P28":[{"snaktype":"value","property":"P28","hash":"26a75e2b82c7d52d04b09f73d9891a6078a1dc17","datavalue":{"value":{"time":"+2020-04-08T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"}]},"qualifiers-order":["P28"],"id":"Q71674$B11724FB-24AB-4A5B-B632-09BEC9BC228A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P132","hash":"fb978985647a38ef3b5cae50bb4a636b3b555590","datavalue":{"value":"1.1","type":"string"},"datatype":"string"},"type":"statement","qualifiers":{"P28":[{"snaktype":"value","property":"P28","hash":"b23da784494293dabae869f218a64680599eebe5","datavalue":{"value":{"time":"+2020-05-10T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"}]},"qualifiers-order":["P28"],"id":"Q71674$77CA0BA8-8AF1-4CC8-8D41-A2803E1BBF2B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P132","hash":"862c2b6e415458c6b3b8084e8e249be0745ca1dd","datavalue":{"value":"1.2","type":"string"},"datatype":"string"},"type":"statement","qualifiers":{"P28":[{"snaktype":"value","property":"P28","hash":"7c7c52eafe5327fbee823dff99e94edacf6bed93","datavalue":{"value":{"time":"+2021-01-23T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"}]},"qualifiers-order":["P28"],"id":"Q71674$CD7A5CB9-4F79-402D-82B2-217A97BAC2E4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P132","hash":"9225c6fe829656e2eb00ac854fa62c1b2ae4d637","datavalue":{"value":"1.3","type":"string"},"datatype":"string"},"type":"statement","qualifiers":{"P28":[{"snaktype":"value","property":"P28","hash":"043a80bda4ea353aeb514b4ee1c31830cd602019","datavalue":{"value":{"time":"+2021-07-15T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"}]},"qualifiers-order":["P28"],"id":"Q71674$D5E40C35-A2E6-4439-93DB-73132BA56EA6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P132","hash":"a1c31a8f1c3ff790f2b7224a452fcfc47eb67abe","datavalue":{"value":"1.6","type":"string"},"datatype":"string"},"type":"statement","qualifiers":{"P28":[{"snaktype":"value","property":"P28","hash":"ca9d3d8a97074e005b93038a677ebbdfade19b9c","datavalue":{"value":{"time":"+2025-07-09T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"}]},"qualifiers-order":["P28"],"id":"Q71674$A8FEAA11-9E2B-499D-98BF-24A24B2C31A1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P132","hash":"816363116c785f3f46e7d488530b37d05d48c011","datavalue":{"value":"1.7","type":"string"},"datatype":"string"},"type":"statement","qualifiers":{"P28":[{"snaktype":"value","property":"P28","hash":"6df4c915b4b52c34790e186dbe61ea9156847d4b","datavalue":{"value":{"time":"+2026-06-30T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"}]},"qualifiers-order":["P28"],"id":"Q71674$9D53AB06-7E77-4541-A0DA-34A9DE5C3B23","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"f2495f6a20501f1e9ad46608ced7996f42cedadc","datavalue":{"value":{"entity-type":"item","numeric-id":96756,"id":"Q96756"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q71674$06EF8304-F2D3-41C6-ABBF-20AB33D54253","rank":"normal"}],"P19":[{"mainsnak":{"snaktype":"value","property":"P19","hash":"e68a6164e230d0e37dc1f1c9ad1a3582c6d3b812","datavalue":{"value":{"entity-type":"item","numeric-id":96756,"id":"Q96756"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q71674$410AEE17-EDC3-402E-944A-F5D28171F0C4","rank":"normal"}],"P163":[{"mainsnak":{"snaktype":"value","property":"P163","hash":"caec58e2e2e3256bca461f95da85075ecd3567cd","datavalue":{"value":{"entity-type":"item","numeric-id":56623,"id":"Q56623"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q71674$239E1F82-71C1-4891-B041-5F899B2F7F6F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P163","hash":"8576d3d16efe97b9b62facebe80c3ed9e3b6aae2","datavalue":{"value":{"entity-type":"item","numeric-id":56621,"id":"Q56621"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P232":[{"snaktype":"value","property":"P232","hash":"06f074efd5e7d7d06d7477e8ca68e18601234f9f","datavalue":{"value":{"text":"expanded from: GPL (\u2265 2)","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"}]},"qualifiers-order":["P232"],"id":"Q71674$B4080EC5-5F5C-46D1-8860-4EE43096D27F","rank":"normal"}],"P342":[{"mainsnak":{"snaktype":"value","property":"P342","hash":"6cbc80e2280919b8fb62581ce85d408be4c5aa56","datavalue":{"value":{"entity-type":"item","numeric-id":57177,"id":"Q57177"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q71674$6A0FD22D-2011-49F7-84B7-BABB118C9DD4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P342","hash":"ef6db9ca2057e6ef35db3b1efe0cbba305fbf48e","datavalue":{"value":{"entity-type":"item","numeric-id":22562,"id":"Q22562"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q71674$A96207F4-75FB-4A21-9B51-469986AAC95C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P342","hash":"a0beaece152e3d4cfe5f01b8a4c02caff7e1e6cc","datavalue":{"value":{"entity-type":"item","numeric-id":56774,"id":"Q56774"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P132":[{"snaktype":"value","property":"P132","hash":"d46e70c04497361c761e60418277578333c3c1e2","datavalue":{"value":"\u2265 3.4.0","type":"string"},"datatype":"string"}]},"qualifiers-order":["P132"],"id":"Q71674$D9CEE836-6535-49C0-95B3-D7B6CEF6A6FF","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"4da4d4b08be2cbf109fcb98132fb9209129d6349","datavalue":{"value":{"entity-type":"item","numeric-id":96759,"id":"Q96759"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q71674$DDA387CC-E605-47A5-B276-7C579E4010C0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"73415cd0ac8083cea5e7fea413b38da74c9a3012","datavalue":{"value":{"entity-type":"item","numeric-id":7375809,"id":"Q7375809"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q71674$AB1BC2F1-2349-495C-AF01-D6D798037DCE","rank":"normal"}],"P229":[{"mainsnak":{"snaktype":"value","property":"P229","hash":"41ee85e931c8638568542edb52cefec6c6831bec","datavalue":{"value":"garchx","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q71674$3CB87BB7-2187-4B28-9F4E-01CB0B69BCDE","rank":"normal"}],"P114":[{"mainsnak":{"snaktype":"value","property":"P114","hash":"251fd109c2cd8c1ee39b48cd109c9f4b1c9fcf5c","datavalue":{"value":{"entity-type":"item","numeric-id":13519,"id":"Q13519"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q71674$19A6FA39-ADE1-4E5E-AEBB-AF8CAB57C905","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"908c3454b3659c4b140ccce33c5aee31081edc8d","datavalue":{"value":{"entity-type":"item","numeric-id":5976450,"id":"Q5976450"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q71674$BD82EDDB-7B18-4C03-991C-ADFCD6A198C9","rank":"normal"}],"P170":[{"mainsnak":{"snaktype":"value","property":"P170","hash":"ea95b1d84d2e531196bf1a753e8669f95fe3ec12","datavalue":{"value":{"time":"+2026-06-30T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q71674$CD8AF954-1433-475C-92EE-00ABEA29FF7A","rank":"normal"}],"P1459":[{"mainsnak":{"snaktype":"value","property":"P1459","hash":"f8618605525a9d222654dd7a5a11e2bc99d309e2","datavalue":{"value":"Flexible and robust estimation and inference of Generalised Autoregressive Conditional Heteroscedasticity (GARCH) models with covariates ('X') based on the results by Francq and Thieu (2019) <doi:10.1017/S0266466617000512>. Coefficients can straightforwardly be set to zero by omission, and quasi maximum likelihood methods ensure estimates are generally consistent and inference valid, even when the standardised innovations are non-normal and/or dependent over time. See Sucarrat (2021) <doi:10.32614/RJ-2021-057> for an overview of the package.","type":"string"},"datatype":"string"},"type":"statement","id":"Q71674$B07B48D4-A45F-454F-B1ED-C8E1C8E99E3C","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Garchx","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Garchx"}}}}}