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Regression with Non-Gaussian Stable Disturbances: Some Sampling Results
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Regression with Non-Gaussian Stable Disturbances: Some Sampling Results
Regression with Non-Gaussian Stable Disturbances: Some Sampling Results
RB
Robert Blattberg
Robert Blattberg
TS
Thomas Sargent
Thomas Sargent
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1 May 1971
journal article
Published by
JSTOR
in
Econometrica
Vol. 39
(3)
,
501
https://doi.org/10.2307/1913262
Abstract
No abstract available
Keywords
REGRESSION
SAMPLING RESULTS
GAUSSIAN STABLE DISTURBANCES
Cited by 142 articles