Generalized R-estimators under conditional heteroscedasticity
Year of publication: |
2007
|
---|---|
Authors: | Mukherjee, Kanchan |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 141.2007, 2, p. 383-415
|
Subject: | Heteroskedastizität | Heteroscedasticity | Ranking-Verfahren | Ranking method | Schätztheorie | Estimation theory |
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