Asymptotic Distribution of Linear Unbiased Estimators in the Presence of Heavy-Tailed Stochastic Regressors and Residuals
| Year of publication: |
2016
|
|---|---|
| Authors: | Kurz-Kim, Jeong-Ryeol |
| Other Persons: | Račev, Svetlozar T. (contributor) ; Samorodnitsky, Gennady (contributor) |
| Publisher: |
[2016]: [S.l.] : SSRN |
| Subject: | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Regressionsanalyse | Regression analysis |
| Description of contents: |
Under the symmetric á-stable distributional assumption for the disturbances
|
freely available
| Extent: | 1 Online-Ressource (56 p) |
|---|---|
| Series: | Bundesbank Series 1 Discussion Paper ; No. 2005,21 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2005 erstellt |
| Other identifiers: | 10.2139/ssrn.2785204 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012991226