Statistical modeling of the Cobb-Douglas production function: a multiple linear regression approach in presence of stable distribution noise
From MaRDI portal
Publication:6586754
DOI10.1134/S1995080224600572MaRDI QIDQ6586754
Mohammed El Khomssi, B. D. Coulibaly, G. Chaibi
Publication date: 13 August 2024
Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)
maximum likelihood estimationstable distributionsforecastinglinear regressionCobb-Douglas production functionheavy tailed regression
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Linear and nonlinear regression with stable errors
- One-step R-estimation in linear models with stable errors
- Maximum likelihood estimation of stable Paretian models.
- Stable Paretian models in finance
- Simple consistent estimators of stable distribution parameters
- Regression-Type Estimation of the Parameters of Stable Laws
- An iterative procedure for the estimation of the parameters of stable laws
- A Method for Simulating Stable Random Variables
- Chance and Stability
- Principal component analysis for α-stable vectors
- Univariate Stable Distributions
- Long-Run Linearity, Locally Gaussian Process, H-Spectra and Infinite Variances
- Stable Distributions in Statistical Inference: 1. Symmetric Stable Distributions Compared to Other Symmetric Long-Tailed Distributions
- Computational aspects of stable distributions
- Financial modeling with heavy-tailed stable distributions
This page was built for publication: Statistical modeling of the Cobb-Douglas production function: a multiple linear regression approach in presence of stable distribution noise
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6586754)