Least absolute error estimation in the presence of serial correlation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Ransom, Michael R., 1987.
"A comment on consumer demand systems with binding non-negativity constraints,"
Journal of Econometrics,
Elsevier, vol. 34(3), pages 355-359, March.
- Michael Ransom, 1985. "A Comment on Consumer Demand Systems with Binding Non-Negativity Constraints," Working Papers 572, Princeton University, Department of Economics, Industrial Relations Section..
- Wales, T. J. & Woodland, A. D., 1983. "Estimation of consumer demand systems with binding non-negativity constraints," Journal of Econometrics, Elsevier, vol. 21(3), pages 263-285, April.
- Barnett, William A. & Lee, Yul W. & Wolfe, Michael D., 1985. "The three-dimensional global properties of the minflex laurent, generalized leontief, and translog flexible functional forms," Journal of Econometrics, Elsevier, vol. 30(1-2), pages 3-31.
- B. Curtis Eaves, 1971. "The Linear Complementarity Problem," Management Science, INFORMS, vol. 17(9), pages 612-634, May.
- Christensen, Laurits R & Jorgenson, Dale W & Lau, Lawrence J, 1975. "Transcendental Logarithmic Utility Functions," American Economic Review, American Economic Association, vol. 65(3), pages 367-383, June.
- Gourieroux, C & Laffont, J J & Monfort, A, 1980.
"Coherency Conditions in Simultaneous Linear Equation Models with Endogenous Switching Regimes,"
Econometric Society, vol. 48(3), pages 675-695, April.
- C. Gourieroux & Jean-Jacques Laffont & A. Monfort, 1979. "Coherency Conditions In Simultaneous Linear Equation Models With Endogenous Switching Regimes," NBER Working Papers 0343, National Bureau of Economic Research, Inc.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Kristensen Johannes Tang, 2014.
"Factor-based forecasting in the presence of outliers: Are factors better selected and estimated by the median than by the mean?,"
Studies in Nonlinear Dynamics & Econometrics,
De Gruyter, vol. 18(3), pages 1-30, May.
- Johannes Tang Kristensen, 2012. "Factor-Based Forecasting in the Presence of Outliers: Are Factors Better Selected and Estimated by the Median than by The Mean?," CREATES Research Papers 2012-28, Department of Economics and Business Economics, Aarhus University.
- Élise, COUDIN & Jean-Marie DUFOUR, 2017.
"Finite-Sample Generalized Confidence Distributions and Sign-Based Robust Estimators in Median Regressions with Heterogeneous Dependent Errors,"
Cahiers de recherche
01-2017, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Elise Coudin & Jean-Marie Dufour, 2017. "Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogenous dependent errors," CIRANO Working Papers 2017s-06, CIRANO.
- Dima, Bogdan & Dincă, Marius Sorin & Spulbăr, Cristi, 2014. "Financial nexus: Efficiency and soundness in banking and capital markets," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 100-124.
- Tae-Hwan Kim, & Christophe Muller, 2012.
"Bias Transmission and Variance Reduction in Two-Stage Quantile Regression,"
AMSE Working Papers
1221, Aix-Marseille School of Economics, Marseille, France.
- Tae-Hwan Kim & Christophe Muller, 2012. "Bias Transmission and Variance Reduction in Two-Stage Quantile Regression," Working Papers halshs-00793372, HAL.
- Lijuan Huo & Tae-Hwan Kim & Yunmi Kim, 2013.
"Testing for Autocorrelation in Quantile Regression Models,"
2013rwp-54, Yonsei University, Yonsei Economics Research Institute.
- Lijuan Huo & Tae-Hwan Kim & Yunmi Kim & Dong Jin Lee, 2014. "Testing for Autocorrelation in Quantile Regression Models," Working papers 2014rwp-76, Yonsei University, Yonsei Economics Research Institute.
- Wong, Wing-Keung & Bian, Guorui, 2005.
"Estimating parameters in autoregressive models with asymmetric innovations,"
Statistics & Probability Letters,
Elsevier, vol. 71(1), pages 61-70, January.
- Wing-Keung Wong & Guorui Bian, 2004. "Estimating Parameters in Autoregressive Models with Asymmetric Innovations," Departmental Working Papers wp0408, National University of Singapore, Department of Economics.
- Furno, Marilena, 2001. "LAD estimation with random coefficient autocorrelated errors," Computational Statistics & Data Analysis, Elsevier, vol. 36(4), pages 511-523, June.
- White, Halbert & Kim, Tae-Hwan, 2002. "Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression," University of California at San Diego, Economics Working Paper Series qt1s38s0dn, Department of Economics, UC San Diego.
- B. Dima & Ş. M. Dima, 2016. "Income Distribution and Social Tolerance," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 128(1), pages 439-466, August.
- Marilena Furno, 2012. "Tests for structural break in quantile regressions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 96(4), pages 493-515, October.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:econom:v:44:y:1990:i:1-2:p:127-158. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/jeconom .
We have no references for this item. You can help adding them by using this form .