• 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