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.

    Regression with non-Gaussian Stable Disturbances : Some Sampling Results. / Sargent, Thomas; Blattberg, R. .

    In: Econometrica, Vol. 39, No. 3, 05.1971, p. 501-10.

    Research output: Contribution to journalArticle

    Sargent, T & Blattberg, R 1971, 'Regression with non-Gaussian Stable Disturbances: Some Sampling Results', Econometrica, vol. 39, no. 3, pp. 501-10.
    Sargent, Thomas ; Blattberg, R. . / Regression with non-Gaussian Stable Disturbances : Some Sampling Results. In: Econometrica. 1971 ; Vol. 39, No. 3. pp. 501-10.
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