Pages that link to "Item:Q908646"
From MaRDI portal
The following pages link to Least absolute error estimation in the presence of serial correlation (Q908646):
Displaying 8 items.
- Factor-based forecasting in the presence of outliers: are factors better selected and estimated by the median than by the mean? (Q905382) (← links)
- Tests for structural break in quantile regressions (Q1633260) (← links)
- Estimating parameters in autoregressive models in non-normal situations: symmetric innovations (Q4237865) (← links)
- Least absolute value regression: recent contributions (Q4665923) (← links)
- ARCH tests and quantile regressions (Q4826350) (← links)
- A residual-based test for autocorrelation in quantile regression models (Q5106855) (← links)
- Estimating parameters in autoregressive models with asymmetric innovations (Q5916138) (← links)
- LAD estimation with random coefficient autocorrelated errors. (Q5941338) (← links)
