Heavy tails of OLS
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More about this item
KeywordsHeavy tails; OLS estimator distribution; Small sample inference;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Econometric and Statistical Methods; Specific Distributions
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
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