The following pages link to Heavy tails of OLS (Q528137):
Displaying 8 items.
- Tail behavior of the least-squares estimator (Q1612945) (← links)
- Whittle parameter estimation for vector ARMA models with heavy-tailed noises (Q2123267) (← links)
- Tail behavior and OLS estimation in AR-GARCH models (Q3094081) (← links)
- TAIL DEPENDENCE OF OLS (Q5071685) (← links)
- Rank − 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents (Q5392682) (← links)
- Time series estimation of the dynamic effects of disaster-type shocks (Q6163275) (← links)
- GTL regression: a linear model with skewed and thick-tailed disturbances (Q6172587) (← links)
- Robust inference in AR-G/GARCH models under model uncertainty (Q6546439) (← links)
