Least absolute error estimation in the presence of serial correlation (Q908646): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Non-strong mixing autoregressive processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Theory of Least Absolute Error Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3321260 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3906297 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Robustness Properties of Two Tests for Serial Correlation / rank
 
Normal rank
Property / cites work
 
Property / cites work: A reply to Professors Maasoumi and Phillips / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3702356 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5613647 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests of Linear Hypotheses and l"1 Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the behavior of inconsistent instrumental variable estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: The properties of some covariance matrix estimators in linear models with AR(1) errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: A General Procedure for Obtaining Maximum Likelihood Estimates in Generalized Regression Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Least absolute deviations estimation for the censored regression model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Trimmed Least Squares Estimation in the Linear Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4727203 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear Regression on Cross-Section Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear Regression with Dependent Observations / rank
 
Normal rank

Latest revision as of 12:18, 20 June 2024

scientific article
Language Label Description Also known as
English
Least absolute error estimation in the presence of serial correlation
scientific article

    Statements

    Least absolute error estimation in the presence of serial correlation (English)
    0 references
    0 references
    1990
    0 references
    least absolute error estimation
    0 references
    serially correlated errors
    0 references
    asymptotic covariance matrix
    0 references
    tests for serial correlation
    0 references

    Identifiers