Heavy tails of OLS (Q528137): Difference between revisions

@@ Property / DOI @@
-.1016/j.jeconom.2012.08.015
@@ Property / DOI: 10.1016/j.jeconom.2012.08.015 / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W1979691880
@@ Property / OpenAlex ID: W1979691880 / rank @@
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@@ Property / cites work @@
+Q3796553
@@ Property / cites work: Q3796553 / rank @@
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@@ Property / cites work @@
+Model identification for infinite variance autoregressive processes
+Normal rank
@@ Property / cites work @@
+Regular variation of GARCH processes.
@@ Property / cites work: Regular variation of GARCH processes. / rank @@
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@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5525727
@@ Property / cites work: Q5525727 / rank @@
+Normal rank
@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
+Normal rank
@@ Property / cites work @@
+Q4230831
@@ Property / cites work: Q4230831 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3718007
@@ Property / cites work: Q3718007 / rank @@
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@@ Property / cites work @@
+Q4794153
@@ Property / cites work: Q4794153 / rank @@
+Normal rank
@@ Property / cites work @@
+Limit theory for bilinear processes with heavy-tailed noise
+Normal rank
@@ Property / cites work @@
+Bank Runs, Deposit Insurance, and Liquidity
@@ Property / cites work: Bank Runs, Deposit Insurance, and Liquidity / rank @@
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5624436
@@ Property / cites work: Q5624436 / rank @@
+Normal rank
@@ Property / cites work @@
+Limit theory for multivariate sample extremes
@@ Property / cites work: Limit theory for multivariate sample extremes / rank @@
+Normal rank
@@ Property / cites work @@
+One-step R-estimation in linear models with stable errors
+Normal rank
@@ Property / cites work @@
+Tail Behavior of Regression Estimators and their Breakdown Points
+Normal rank
@@ Property / cites work @@
+Tail behavior of the least-squares estimator
@@ Property / cites work: Tail behavior of the least-squares estimator / rank @@
+Normal rank
@@ Property / cites work @@
+The supremum of a negative drift random walk with dependent heavy-tailed steps.
+Normal rank
@@ Property / cites work @@
+Linear and nonlinear regression with stable errors
+Normal rank
@@ Property / cites work @@
+On Interchanging Limits and Integrals
@@ Property / cites work: On Interchanging Limits and Integrals / rank @@
+Normal rank
@@ Property / cites work @@
+Point processes, regular variation and weak convergence
+Normal rank
@@ Property / cites work @@
+Q3771297
@@ Property / cites work: Q3771297 / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.JECONOM.2012.08.015
@@ Property / DOI: 10.1016/J.JECONOM.2012.08.015 / rank @@
+Normal rank