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A Little Magic with the Cauchy Distribution

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  • Peter C.B. Phillips, 1989. "A Little Magic with the Cauchy Distribution," Cowles Foundation Discussion Papers 886, Cowles Foundation for Research in Economics, Yale University.
    • Handle: RePEc:cwl:cwldpp:886
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    File URL: https://cowles.yale.edu/sites/default/files/files/pub/d08/d0886.pdf
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    1. Phillips, P.C.B., 1983. "Exact small sample theory in the simultaneous equations model," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 8, pages 449-516, Elsevier.
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