A NOTE ON LEAST ABSOLUTE DEVIATION ESTIMATION OF A THRESHOLD MODEL

DOI10.1017/S0266466602183113zbMath1181.62021MaRDI QIDQ4807311

Mehmet Caner

Publication date: 18 May 2003

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Asymptotic properties of parametric tests (62F05)

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