Econometric modelling with nonnormal disturbances
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Publication:584892
DOI10.1016/0304-4076(81)90023-3zbMATH Open0524.62116OpenAlexW2054452175MaRDI QIDQ584892FDOQ584892
Authors: Stephen M. Goldfeld, Richard E. Quandt 
Publication date: 1981
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(81)90023-3
asymptotic resultslimited sampling experimentsnonnormal density functionsone-market disequilibrium modelSargan densities
Cites Work
- Title not available (Why is that?)
- A Conditional Probit Model for Qualitative Choice: Discrete Decisions Recognizing Interdependence and Heterogeneous Preferences
- Title not available (Why is that?)
- The Problem of Integration in Finite Terms
- The Greatest of a Finite Set of Random Variables
- Tables for Computing Bivariate Normal Probabilities
- Methods of Estimation for Multi-Market Disequilibrium Models
- Disequilibrium Econometrics in Simultaneous Equations Systems
- Maximum Likelihood Methods for Models of Markets in Disequilibrium
Cited In (7)
- Partially adaptive estimation via a normal mixture
- A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations
- On the accuracy and cost of numerical integration in several variables∗
- Fast multivariate empirical cumulative distribution function with connection to kernel density estimation
- Small sample properties of ridge estimators with normal and non-normal disturbances
- Nonparametric density estimation for nonnegative data, using symmetrical-based inverse and reciprocal inverse Gaussian kernels through dual transformation
- A note on Sargan densities
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