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Original Articles

On the asymptotic properties of parameter estimates in a regression model with non-normally distributed errors

On the asymptotic properties of parameter estimates in a regression model with non-normally distributed errors

Pages 1117-1121 | Published online: 27 Jun 2007

References

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  • Spall , J. C. 1985 . Validation of State-Space Models from a Single Realization of Non-Gaussian Measurements . IEEE Trans. Automat. Contr , 30 : 1212 – 1214 .
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  • Tsurumi , H. 1987 . A Survey of Structural Change Models, submitted to . Econometric Reviews , 13

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