Weighted least squares estimation in a binary random coefficient panel model with infinite variance
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Publication:826678
DOI10.1016/J.SPL.2020.108932zbMath1456.62194OpenAlexW3086632798MaRDI QIDQ826678
Publication date: 6 January 2021
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2020.108932
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Causal inference from observational studies (62D20)
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