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An introduction to hypergeometric functions for economists

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Karim Abadir

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Abstract

Hypergeometric functions are a generalization of exponential functions. They are explicit, computable functions that can also be manipulated analytically. The functions and series we use in quantitative economics are all special cases of them. In this paper, a unified approach to hypergeometric functions is given. As a result, some potentially useful general applications emerge in a number of areas such as in econometrics and economic theory. The greatest benefit from using these functions stems from the fact that they provide parsimonious explicit (and interpretable) solutions to a wide range of general problems.

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File URL: http://www.informaworld.com/openurl?genre=article&doi=10.1080/07474939908800447&magic=repec&7C&7C8674ECAB8BB840C6AD35DC6213A474B5
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Publisher Info
Article provided by Taylor and Francis Journals in its journal Econometric Reviews.

Volume (Year): 18 (1999)
Issue (Month): 3 ()
Pages: 287-330
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Handle: RePEc:taf:emetrv:v:18:y:1999:i:3:p:287-330

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Related research
Keywords: and phrases; Hypergeometric functions; distribution theory; non-linear models and discontinues; differential equations; economic theory; utility; production and cost functions;

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  1. A. Sancetta & Satchell, S.E., 2001. "Bernstein Approximations to the Copula Function and Portfolio Optimization," Cambridge Working Papers in Economics 0105, Faculty of Economics, University of Cambridge. [Downloadable!]
  2. Hendrik P. van Dalen & Kene Henkens, 2000. "What makes a Scientific Article influential?," Tinbergen Institute Discussion Papers 00-032/1, Tinbergen Institute. [Downloadable!]
  3. Karim M. Abadir & Andre Lucas, 2000. "A Comparison of Minimum MSE and Maximum Power for the nearly Integrated Non-Gaussian Model," Tinbergen Institute Discussion Papers 00-033/4, Tinbergen Institute. [Downloadable!]
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  4. Peter D Spencer, . "Coupon Bond Valuation with a Non-Affine Discount Yield Model," Discussion Papers 03/16, Department of Economics, University of York. [Downloadable!]
  5. Menelaos Karanasos & J. Kim, . "Alternative GARCH in Mean Models: An Application to the Korean Stock Market," Discussion Papers 00/25, Department of Economics, University of York. [Downloadable!]
  6. Raffaella Giacomini & Christian Haefke & Halbert White & Andreas Gottschling, 2002. "Hypernormal Densities," University of California at San Diego, Economics Working Paper Series 2002-14, Department of Economics, UC San Diego. [Downloadable!]
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  7. Marc, VANCAUTEREN & Daniel, WEISERBS, 2005. "Intra-European Trade of Manufacturing Goods : An extension of the Gravity Model," Discussion Papers (ECON - Département des Sciences Economiques) 2005026, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
  8. Raouf, BOUCEKKINE & JosŽ R. , RUIZ-TAMARIT, 2004. "Special functions for the study of economic dynamics : The case of the Lucas-Uzawa model," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2004026, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]
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  9. Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert, 2007. "Mixtures of t-distributions for Finance and Forecasting," Economics Series 216, Institute for Advanced Studies. [Downloadable!]
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  10. Ruijun Bu & Kaddour Hadri, 2005. "Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options," Research Papers 200510, University of Liverpool Management School. [Downloadable!]
  11. José Ramón Ruiz Tamarit & Manuel Sánchez Moreno, 2006. "Optimal Regulation And Growth In A Natural-Resource-Based Economy," Working Papers. Serie AD 2006-21, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  12. Menelaos Karanasos & J. Kim, . "Moments of the ARMA-EGARCH Model," Discussion Papers 00/29, Department of Economics, University of York. [Downloadable!]
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