A Gini estimator for regression with autocorrelated errors

DOI10.1515/snde-2020-0134OpenAlexW4220914397MaRDI QIDQ6039124

Stéphane Mussard, Ndéné Ka

Publication date: 3 May 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2020-0134

zbMATH Keywords

Gini\(U\)-statisticsautocorrelation

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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