More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares

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+	Improved estimation of dynamic models of conditional means and variances	2024	Ning Wang Jeffrey M. Wooldridge Mengshan Xu
+	More Powerful Unit Root Tests with Non-normal Errors	2014	Kyung So Im Junsoo Lee Margie Tieslau
+	Improved autoregressive forecasts in the presence of non-normal errors	2014	Jing Li Junsoo Lee

Works Cited by This (14)

Action	Title	Year	Authors
+	Using Information on the Moments of Disturbances to Increase the Efficiency of Estimation	1982	Thomas MaCurdy
+	16 Efficient estimation of models with conditional moment restrictions	1993	Whitney K. Newey
+ PDF Chat	On Adaptive Estimation	1982	Peter J. Bickel
+ PDF Chat	Some Properties of Beta and Gamma Distributions	1954	M. V. Jambunathan
+	Nonlinear Statistical Modeling: Proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics: Essays in Honor of Takeshi Amemiya	2002	Marco Barassi
+	Asymptotic efficiency in estimation with conditional moment restrictions	1987	Gary Chamberlain
+ PDF Chat	Adaptive estimation of non–linear regression models	1984	Charles F. Manski
+	Efficient Estimation with Orthogonal Regressors	1993	Jeffrey M. Wooldridge
+	Adaptive estimation of regression models via moment restrictions	1988	Whitney K. Newey
+	Redundancy of moment conditions	1999	Trevor Breusch Hailong Qian Peter Schmidt Donald Wyhowski