Charpentier, Arthur; Ka, Ndéné; Mussard, Stéphane; … - In: Econometrics : open access journal 7 (2019) 1/4, pp. 1-16
We propose an Aitken estimator for Gini regression. The suggested A -Gini estimator is proven to be a U-statistics. Monte Carlo simulations are provided to deal with heteroskedasticity and to make some comparisons between the generalized least squares and the Gini regression. A Gini-White test...
