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~institution:"Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)"
~institution:"Erasmus University Rotterdam, Econometric Institute"
~person:"Coudin, Elise"
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GARCH
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least absolute deviations
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median regression
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Coudin, Elise
McAleer, M.J.
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
Erasmus University Rotterdam, Econometric Institute
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Robust Sign-Based and Hodges-Lehmann Estimators in Linear Median Regressions with Heterogenous Serially Dependent Errors
Coudin, Elise
;
Dufour, Jean-Marie
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Centre Interuniversitaire de Recherche en Analyse des …
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2011
, noncontinuous distributions, and very general serial dependence (linear or nonlinear) including
GARCH
-type and stochastic volatility …
Persistent link: https://www.econbiz.de/10008855591
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