 Solution

For $\mathrm{Im}z>0$, close the $t$-contour in the upper half-plane. Jordan lemma removes the large semicircle, and the only enclosed pole is the order-$n$ pole at $t=z$. By the residue at a pole of order n,The residue theorem therefore gives

To continue the integral itself, move the $t$-contour downward locally as $z$ approaches and crosses the real axis, always keeping the pole above the contour. This analytic continuation by contour deformation defineswhere ${\mathcal{C}}_z$ passes below $z$. Closing ${\mathcal{C}}_z$ upward continues to enclose the pole, even when $\mathrm{Im}z\le 0$, sothere as well. The right-hand side is an entire function, so it is the unique analytic continuation of $F$ to the whole complex plane.