Asymptotic distribution of linear unbiased estimators in the presence of heavy-tailed stochastic regressors and residuals
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References listed on IDEAS
- Falko Fecht & Kevin X. D. Huang & Antoine Martin, 2008.
"Financial Intermediaries, Markets, and Growth,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 40(4), pages 701-720, June.
- Falko Fecht & Kevin Huang, 2004. "Financial intermediaries, markets, and growth," Econometric Society 2004 North American Summer Meetings 419, Econometric Society.
- Fecht, Falko & Huang, Kevin & Martin, Antoine, 2005. "Financial intermediaries, markets and growth," Discussion Paper Series 1: Economic Studies 2005,03, Deutsche Bundesbank.
- Falko Fecht & Kevin X. D. Huang & Antoine Martin, 2004. "Financial intermediaries, markets, and growth," Research Working Paper RWP 04-02, Federal Reserve Bank of Kansas City.
- Falko Fecht & Kevin X. D. Huang & Antoine Martin, 2004. "Financial intermediaries, markets, and growth," Working Papers 04-24, Federal Reserve Bank of Philadelphia.
- Falko Fecht & Kevin X.D. Huang & Antoine Martin, 2007. "Financial Intermediaries, Markets, and Growth," Vanderbilt University Department of Economics Working Papers 0714, Vanderbilt University Department of Economics.
- Hamerle, Alfred & Liebig, Thilo & Scheule, Harald, 2004. "Forecasting Credit Portfolio Risk," Discussion Paper Series 2: Banking and Financial Studies 2004,01, Deutsche Bundesbank.
More about this item
KeywordsAsymptotic distribution; rate of convergence; stochastic regressor; stable non-Gaussian; finite or infinite variance; heavy tails;
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