Asymptotic Theory of LAD Estimation in a Unit Root Process with Finite Variance Errors
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Econometric Theory.
Volume (Year): 12 (1996)
Issue (Month): 01 (March)
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- Shin, Dong Wan & Park, Soo Jung & Oh, Man-Suk, 2009. "A robust sign test for panel unit roots under cross sectional dependence," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 1312-1327, February.
- Uwe Hassler & Paulo M.M. Rodrigues & Antonio Rubia, 2012. "Quantile regression for long memory testing: A case of realized volatility," Working Papers w201207, Banco de Portugal, Economics and Research Department.
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