Title of article :
LAD estimation with random coefficient autocorrelated errors
Author/Authors :
Marilena Furno، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2001
Keywords :
Thick-tailed distributions , Least absolute deviation (LAD) , Random coe$cient autocorrelation(RCA) , Conditional heteroskedasticity (ARCH).
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
