Generalized and pseudo-generalized trimmed means for the linear regression with AR(1) error model
We propose a generalized and pseudo-generalized trimmed means for the linear regression with AR(1) errors model. These will play the role of robust-type generalized and pseudo-generalized estimators for this regression model. Their asymptotic distributions are developed.
Volume (Year): 67 (2004)
Issue (Month): 3 (April)
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- Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
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