Regression with non-Gaussian Stable Disturbances: Some Sampling Results

Thomas Sargent, R. Blattberg

    Research output: Contribution to journalArticle

    Original languageEnglish (US)
    Pages (from-to)501-10
    JournalEconometrica
    Volume39
    Issue number3
    StatePublished - May 1971

    Cite this

    Sargent, T., & Blattberg, R. (1971). Regression with non-Gaussian Stable Disturbances: Some Sampling Results. Econometrica, 39(3), 501-10.