LEAST ABSOLUTE DEVIATION ESTIMATION FOR UNIT ROOT PROCESSES WITH GARCH ERRORS
| Year of publication: |
2009
|
|---|---|
| Authors: | Li, Guodong ; Li, Wai Keung |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 25.2009, 5, p. 1208-1227
|