LEAST ABSOLUTE DEVIATIONS REGRESSION UNDER NONSTANDARD CONDITIONS
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Publication:4807267
DOI10.1017/S0266466601174074zbMath1018.62067MaRDI QIDQ4807267
Publication date: 18 May 2003
Published in: Econometric Theory (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)
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