Pages that link to "Item:Q756340"
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The following pages link to The Durbin-Watson ratio under infinite-variance errors (Q756340):
Displaying 9 items.
- Testing for (in)finite moments (Q138542) (← links)
- Moment condition tests for heavy tailed time series (Q528143) (← links)
- Precise tabulation of the maximally-skewed stable distributions and densities (Q673281) (← links)
- Statistical inference in regression with heavy-tailed integrated variables (Q1600535) (← links)
- Editors' introduction: Heavy tails and stable Paretian distributions in econometrics (Q2451778) (← links)
- On the properties of the coefficient of determination in regression models with infinite variance variables (Q2451781) (← links)
- Closed-form estimators for finite-order ARCH models as simple and competitive alternatives to QMLE (Q2691780) (← links)
- TESTING FOR LINEAR DEPENDENCE IN HEAVY-TAILED DATA (Q4540748) (← links)
- The Variance Ratio Test with Stable Paretian Errors (Q4544841) (← links)
