Regression with non-Gaussian Stable Disturbances: Some Sampling Results

Thomas Sargent, R. Blattberg

Research output: Contribution to journal › Article › peer-review

Cite this

@article{0c99a5d35291444492840c09258d4fad,

title = "Regression with non-Gaussian Stable Disturbances: Some Sampling Results",

author = "Thomas Sargent and R. Blattberg",

year = "1971",

month = may,

language = "English (US)",

volume = "39",

pages = "501--10",

journal = "Econometrica",

issn = "0012-9682",

publisher = "Wiley-Blackwell",

number = "3",

}