An introduction to hypergeometric functions for economists

DOI10.1080/07474939908800447zbMath1073.91526OpenAlexW3123542686MaRDI QIDQ4701045

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)

Related Items

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The limiting distribution of the autocorrelation coefficient under a unit root
• Handbook of econometrics. Volume I
• Projection methods for solving aggregate growth models
• Choosing among alternative discrete investment projects under uncertainty
• Stochastic saddlepoint systems
• Financial econometrics: Past developments and future challenges
• The special functions and their approximations. Vol. I, II
• Stochastic Devaluation Risk and the Empirical Fit of Target-Zone Models
• Dynamic (S, s) Economies
• PRICING CALLABLE BONDS BY MEANS OF GREEN'S FUNCTION
• Two Mixed Normal Densities from Cointegration Analysis
• Golden Eggs and Hyperbolic Discounting
• Dynamic Econometrics
• Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
• Artificial neural networks: an econometric perspective^∗
• A Revealed Preference Analysis of Asset Pricing Under Recursive Utility
• Quadratic ARCH Models
• Stochastic Process Switching: Some Simple Solutions
• Handbook of econometrics. Vol. 5