An introduction to hypergeometric functions for economists

DOI10.1080/07474939908800447zbMATH Open1073.91526OpenAlexW3123542686MaRDI QIDQ4701045FDOQ4701045

Authors: Karim M. Abadir 

Publication date: 1999

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474939908800447

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02) Applications of hypergeometric functions (33C90) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to special functions (33-01)

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Cited In (22)

• LINK OF MOMENTS BEFORE AND AFTER TRANSFORMATIONS, WITH AN APPLICATION TO RESAMPLING FROM FAT-TAILED DISTRIBUTIONS
• Autocovariance functions of series and of their transforms
• The distribution of the sample correlation coefficient under variance-truncated normality
• A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
• DENSITY FUNCTIONALS, WITH AN OPTION-PRICING APPLICATION
• On the Ratio of Two Folded Normal Distributions
• Monotonicity patterns and functional inequalities for modified Lommel functions of the first kind
• Mixtures of \(t\)-distributions for finance and forecasting
• Special functions for the study of economic dynamics: the case of the Lucas-Uzawa model
• Testing joint hypotheses when one of the alternatives is one-sided
• Monotonicity of three kinds of functions involving the Gaussian hypergeometric function
• A low-dimension portmanteau test for non-linearity
• Nelson-Plosser revisited: the ACF approach
• Optimal asymmetric kernels
• Income inequality decomposition using a finite mixture of log-normal distributions: a Bayesian approach
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• On generalized Bessel-Maitland function
• THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
• Forecasting Levels in Loglinear Unit Root Models
• A note on Turán type and mean inequalities for the Kummer function
• GARCH density and functional forecasts
• CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA

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