A Little Magic with the Cauchy Distribution
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References listed on IDEAS
- 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
- Peter C.B. Phillips, 1982. "Exact Small Sample Theory in the Simultaneous Equations Model," Cowles Foundation Discussion Papers 621, Cowles Foundation for Research in Economics, Yale University.
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