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~isPartOf:"Journal of econometrics"
~person:"Schmidt, Peter"
~subject:"Least squares method"
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Journal of econometrics
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More efficient
estimation
under non-normality when higher moments do not depend on the regressors, using residual augmented least squares
Im, KyungSo
;
Schmidt, Peter
- In:
Journal of econometrics
144
(
2008
)
1
,
pp. 219-233
Persistent link: https://www.econbiz.de/10003723652
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