A Comparison of Minimum MSE and Maximum Power for the nearly Integrated Non-Gaussian Model
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- Abadir, Karim M. & Lucas, Andre, 2004. "A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model," Journal of Econometrics, Elsevier, vol. 119(1), pages 45-71, March.
- Karim M. Abadir & André Lucas, "undated". "A Comparison of Minimum MSE and Maximum Power for the Nearly Integrated Non-Gaussian Model," Discussion Papers 00/21, Department of Economics, University of York.
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- J. Roderick McCrorie, 2021. "Moments in Pearson's Four-Step Uniform Random Walk Problem and Other Applications of Very Well-Poised Generalized Hypergeometric Series," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(2), pages 244-281, November.
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