Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Elise Coudin and Jean-Marie Dufour
| Year of publication: |
2009
|
|---|---|
| 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
|
| Subject: | Heteroskedastizität | Heteroscedasticity | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Bootstrap-Verfahren | Bootstrap approach | Simulation | ARCH-Modell | ARCH model | Volatilität | Volatility |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003876273