On the properties of the coefficient of determination in...

Journal of Econometrics 2014 / 07 Vol. 181; Iss. 1

On the properties of the coefficient of determination in regression models with infinite variance variables

Kurz-Kim, Jeong-Ryeol, Loretan, Mico
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Volume:
181
Language:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2014.02.004
Date:
July, 2014
File:
PDF, 562 KB
english, 2014
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