Regression models for positive random variables

DOI10.1016/0304-4076(90)90118-DzbMath0692.62091MaRDI QIDQ583811

James B. McDonald, Richard J. Butler

Publication date: 1990

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

gamma; heterogeneity; finance; Weibull; exponential; residuals; hazard functions; lognormal; generalized gamma; Burr; distribution of the dependent variable; generalized beta type 2; loglinear regression model; welfare duration

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62J05: Linear regression; mixed models

Related Items

Heavy-tailed longitudinal data modeling using copulas, Testing the inverted-U hypothesis for US hazardous waste: An application of the generalized gamma model, Specification tests for the distribution of errors in nonparametric regression: a martingale approach

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