Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Year of publication: |
2009
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Authors: | Coudin, Elise ; Dufour, Jean-Marie |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 12.2009, S1, p. 19-49
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Subject: | Regressionsanalyse | Regression analysis | Heteroskedastizität | Heteroscedasticity | Monte-Carlo-Simulation | Monte Carlo simulation | Nichtparametrisches Verfahren | Nonparametric statistics | Bootstrap-Verfahren | Bootstrap approach | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Simulation |
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