Tail Probabilities for Regression Estimators
Year of publication: |
2006-10-06
|
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Authors: | Mikosch, Thomas ; Vries, Casper G. de |
Institutions: | Tinbergen Instituut |
Subject: | heavy tails | regression estimators | expectations hypothesis |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Tinbergen Institute Discussion Papers Number 06-085/2 |
Classification: | C13 - Estimation ; C20 - Econometric Methods: Single Equation Models. General |
Source: |
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Tail Probabilities for Regression Estimators
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