Title of article
On the robustness of two alternatives to least squares: A Monte Carlo study
Author/Authors
Robert F. Phillips، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1997
Pages
6
From page
21
To page
26
Abstract
This note provides Monte Carlo evidence on the finite sample behavior of two alternatives to least squares—the least absolute deviations estimator and a partially adaptive estimator—when the regression errors are conditionally heteroscedastic.
Keywords
Regression , ARCH , Partially adaptive
Journal title
Economics Letters
Serial Year
1997
Journal title
Economics Letters
Record number
434362
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