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  • Search: subject:"p-value function"
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Subject
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ARCH model 2 ARCH-Modell 2 Estimation theory 2 GARCH 2 Monte Carlo simulation 2 Monte Carlo tests 2 Monte-Carlo-Simulation 2 Regression analysis 2 Regressionsanalyse 2 Schätztheorie 2 Statistical test 2 Statistischer Test 2 heteroskedasticity 2 least absolute deviation estimators 2 median regression 2 non-normality 2 p-value function 2 projection methods 2 quantile regressions 2 serial dependence 2 sign test 2 sign-based methods 2 simultaneous inference 2 stochastic volatility 2 test inversion 2 Estimation 1 Hodges-Lehmann estimators 1 Hodges-Lehmann-type estimators 1 Schätzung 1 Volatility 1 Volatilität 1 confidence distributions 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 2
Author
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Coudin, Elise 2 Dufour, Jean-Marie 2
Published in...
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Econometric reviews 1 Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with hetereogenous dependent errors
Coudin, Elise; Dufour, Jean-Marie - 2017
Persistent link: https://www.econbiz.de/10011610097
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Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
Coudin, Elise; Dufour, Jean-Marie - In: Econometric reviews 39 (2020) 8, pp. 763-791
Persistent link: https://www.econbiz.de/10012295580
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