Estimation and testing in least absolute value regression with serially correlated disturbances (Q1374291)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimation and testing in least absolute value regression with serially correlated disturbances |
scientific article |
Statements
Estimation and testing in least absolute value regression with serially correlated disturbances (English)
0 references
2 December 1997
0 references
autocorrelation
0 references
least absolute deviations
0 references
robust regression
0 references
presence
0 references
significance test procedures
0 references
simulations
0 references