A note on Sargan densities
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References listed on IDEAS
- Goldfeld, Stephen M. & Quandt, Richard E., 1981. "Econometric modelling with non-normal disturbances," Journal of Econometrics, Elsevier, vol. 17(2), pages 141-155, November.
- Missiakoulis, Spyros, 1983. "Sargan densities which one?," Journal of Econometrics, Elsevier, vol. 23(2), pages 223-233, October.
- Tse, Y. K., 1987. "A note on Sargan densities," Journal of Econometrics, Elsevier, vol. 34(3), pages 349-354, March.
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- Saralees Nadarajah, 2009. "Laplace random variables with application to price indices," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 93(3), pages 345-369, September.
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