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On the Bias of Standard Errors of the LS Residual under Nonnormal Errors—Solution

Published online by Cambridge University Press:  11 February 2009

Offer Lieberman ,
Aman Ullah  and
Robert Breunig
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Abstract

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Type
Solutions
Information
Econometric Theory , Volume 13 , Issue 6 , December 1997 , pp. 896 - 897
Copyright
Copyright © Cambridge University Press 1997

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References

REFERENCES

Ullah, A. & Srivastava, V.K. (1994) Moments of the ratio of quadratic forms in non-normal variables with econometric examples. Journal of Econometrics 62, 129–141.CrossRefGoogle Scholar