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Book reviews


  • Wolfgang Polasek
  • Uwe Ligges
  • Karsten Luebke


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  • Wolfgang Polasek & Uwe Ligges & Karsten Luebke, 2007. "Book reviews," Statistical Papers, Springer, vol. 48(4), pages 697-701, October.
  • Handle: RePEc:spr:stpapr:v:48:y:2007:i:4:p:697-701 DOI: 10.1007/s00362-007-0366-z

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    References listed on IDEAS

    1. Wang, Lihong & Wang, Jinde, 2004. "The limiting behavior of least absolute deviation estimators for threshold autoregressive models," Journal of Multivariate Analysis, Elsevier, vol. 89(2), pages 243-260, May.
    2. Jushan Bai & Pierre Perron, 1998. "Estimating and Testing Linear Models with Multiple Structural Changes," Econometrica, Econometric Society, vol. 66(1), pages 47-78, January.
    3. Koul, Hira L. & Qian, Lianfen & Surgailis, Donatas, 2003. "Asymptotics of M-estimators in two-phase linear regression models," Stochastic Processes and their Applications, Elsevier, vol. 103(1), pages 123-154, January.
    4. Koenker, Roger & Bassett, Gilbert, Jr, 1982. "Tests of Linear Hypotheses and l[subscript]1 Estimation," Econometrica, Econometric Society, vol. 50(6), pages 1577-1583, November.
    5. Weiss, Andrew A., 1991. "Estimating Nonlinear Dynamic Models Using Least Absolute Error Estimation," Econometric Theory, Cambridge University Press, vol. 7(01), pages 46-68, March.
    6. Bai, Jushan, 1995. "Least Absolute Deviation Estimation of a Shift," Econometric Theory, Cambridge University Press, vol. 11(03), pages 403-436, June.
    7. Pollard, David, 1991. "Asymptotics for Least Absolute Deviation Regression Estimators," Econometric Theory, Cambridge University Press, vol. 7(02), pages 186-199, June.
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