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Econometric modelling with non-normal disturbances

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  • Goldfeld, Stephen M.
  • Quandt, Richard E.

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  • Goldfeld, Stephen M. & Quandt, Richard E., 1981. "Econometric modelling with non-normal disturbances," Journal of Econometrics, Elsevier, vol. 17(2), pages 141-155, November.
    • Handle: RePEc:eee:econom:v:17:y:1981:i:2:p:141-155
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    Cited by:

    1. Gerd Christoph & Vladimir V. Ulyanov, 2020. "Second Order Expansions for High-Dimension Low-Sample-Size Data Statistics in Random Setting," Mathematics, MDPI, vol. 8(7), pages 1-28, July.
    2. Schmidt, Peter & Witte, Ann Dryden, 1989. "Predicting criminal recidivism using 'split population' survival time models," Journal of Econometrics, Elsevier, vol. 40(1), pages 141-159, January.
    3. Langrené, Nicolas & Warin, Xavier, 2021. "Fast multivariate empirical cumulative distribution function with connection to kernel density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 162(C).
    4. Hadri, Kaddour, 1996. "A note on Sargan densities," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 285-290.

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