Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
Elise Coudin and Jean-Marie Dufour
| Year of publication: |
2020
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|---|---|
| Authors: | Coudin, Elise ; Dufour, Jean-Marie |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 39.2020, 8, p. 763-791
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| Subject: | GARCH | heteroskedasticity | Hodges-Lehmann-type estimators | least absolute deviation estimators | median regression | Monte Carlo tests | non-normality | p-value function | projection methods | quantile regressions | serial dependence | sign test | sign-based methods | simultaneous inference | stochastic volatility | test inversion | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Statistischer Test | Statistical test | Monte-Carlo-Simulation | Monte Carlo simulation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2020.1772568 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012295580