Regression with Non-Gaussian Stable Disturbances: Some Sampling Results

DOI10.2307/1912965MaRDI QIDQ5183011zbMATH OpenOpenAlexFDO

Authors K. R. Kadiyala

Publication date 1972

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1912965

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Linear regression; mixed models (62J05)

Cited in

(2)

• Measure of location-based estimators in simple linear regression
• Time series estimation of the dynamic effects of disaster-type shocks

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