Some aspects of statistical inference in the linear regression model
This thesis considers two aspects of statistical inference associated with the linear regression model set in an economic context. The implications of replacing the conventional normality assumption with the broader assumption that the disturbances follow an elliptically symmetric distribution, are...
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| Language: | en |
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University of Canterbury. Economics
2010
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| Online Access: | http://hdl.handle.net/10092/4366 |