Title of article
LAD estimation with random coefficient autocorrelated errors
Author/Authors
Marilena Furno، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
13
From page
511
To page
523
Keywords
Thick-tailed distributions , Least absolute deviation (LAD) , Random coe$cient autocorrelation(RCA) , Conditional heteroskedasticity (ARCH).
Journal title
Computational Statistics and Data Analysis
Serial Year
2001
Journal title
Computational Statistics and Data Analysis
Record number
153923
Link To Document