LAD asymptotics under conditional heteroskedasticity with possibly infinite error densities
Jin Seo Cho; Chirok Han; Peter C. B. Phillips
| Year of publication: |
2010
|
|---|---|
| Authors: | Cho, Jin Seo ; Han, Chirok ; Phillips, Peter C. B. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 26.2010, 3, p. 953-962
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| Subject: | Heteroskedastizität | Heteroscedasticity | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003992445