当高阶矩不依赖于回归变量时,使用残差增广最小二乘法在非正态性下进行更有效的估计

More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares

Journal of Econometrics · 2008
被引 138
人大 AABS 4
计量经济学统计估计回归分析非正态性