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Econometric modelling with nonnormal disturbances - MaRDI portal

Econometric modelling with nonnormal disturbances (Q584892)

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scientific article; zbMATH DE number 3831162
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English
Econometric modelling with nonnormal disturbances
scientific article; zbMATH DE number 3831162

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    Econometric modelling with nonnormal disturbances (English)
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    1981
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    nonnormal density functions
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    one-market disequilibrium model
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    Sargan densities
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    asymptotic results
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    limited sampling experiments
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