More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares
Kyung So Im; Peter Schmidt
| Year of publication: |
2008
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| Authors: | Im, KyungSo ; Schmidt, Peter |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 144.2008, 1, p. 219-233
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| Subject: | Kleinste-Quadrate-Methode | Least squares method | Momentenmethode | Method of moments |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003723652