A note on Sargan densities

DOI10.1016/0304-4076(94)01705-0zbMath0850.62897OpenAlexW1979361281MaRDI QIDQ1915452

Kaddour Hadri

Publication date: 17 July 1996

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(94)01705-0

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (3)

Multitude of Laplace distributions ⋮ Fast multivariate empirical cumulative distribution function with connection to kernel density estimation ⋮ Laplace random variables with application to price indices

Cites Work

• Econometric modelling with nonnormal disturbances
• Stability of Anosov Maps

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