Efficiency of linear estimators under heavy-tailedness: Convolutions of α-symmetric distributions

Econometric Theory

Volumn 23, Issue 3, 2007, Pages 501-517

  Ibragimov, Rustam ^a,b  

^a HARVARD UNIVERSITY   (United States)

^b HARVARD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 34247484115     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466607070223     Document Type: Article

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