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Econometric modeling : a likelihood approach
Hendry, David F., (2007)
Considerations on the stochastic approach in economics
Smeureanu, Ion, (2013)
On some characterizations of probability distributions with applications in econometrics : a centennial tribute to CR Rao
Prakasa Rao, Bhagavatula L. S., (2021)
Exact tests and confidence sets for the tail coefficient of α-stable distributions
Dufour, Jean-Marie, (2003)
Special issue: Heavy tails and paretian distributions in empirical finance : a volume honoring Benoît Mandelbrot
Dufour, Jean-Marie, (2010)
Exact inference and optimal invariant estimation for the stability parameter of symmetric α-stable distributions