Conditional Moments and Independence
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References listed on IDEAS
- Robert S. Pindyck & Julio J. Rotemberg, 1993. "The Comovement of Stock Prices," The Quarterly Journal of Economics, Oxford University Press, vol. 108(4), pages 1073-1104.
- McDonald, Robert L & Siegel, Daniel R, 1985. "Investment and the Valuation of Firms When There Is an Option to Shut Down," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(2), pages 331-349, June.
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- Ebrahimi, Nader & Jalali, Nima Y. & Soofi, Ehsan S., 2014. "Comparison, utility, and partition of dependence under absolutely continuous and singular distributions," Journal of Multivariate Analysis, Elsevier, vol. 131(C), pages 32-50.
- Ebrahimi, Nader & Hamedani, G.G. & Soofi, Ehsan S. & Volkmer, Hans, 2010. "A class of models for uncorrelated random variables," Journal of Multivariate Analysis, Elsevier, vol. 101(8), pages 1859-1871, September.
- Mukhopadhyay, Nitis, 2009. "On px1 dependent random variables having each (p-1)x1 sub-vector made up of IID observations with examples," Statistics & Probability Letters, Elsevier, vol. 79(14), pages 1585-1589, July.
More about this item
Keywordsindeterminate distributions; moments; independence;
- A2 - General Economics and Teaching - - Economic Education and Teaching of Economics
- C00 - Mathematical and Quantitative Methods - - General - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2008-03-25 (Econometrics)
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