LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES
| Year of publication: |
2010
|
|---|---|
| Authors: | Cho, Jin Seo ; Han, Chirok ; Phillips, Peter C.B. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 26.2010, 3, p. 953-963
|