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Weighted least absolute deviations estimation for ARMA models with infinite variance
Pan, Jiazhu; Wang, Hui; Yao, Qiwei - In: Econometric theory 23 (2007) 5, pp. 852-879
Persistent link: https://www.econbiz.de/10003549656
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WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE
Pan, Jiazhu; Wang, Hui; Yao, Qiwei; Adler, R.J.; … - In: Econometric theory 23 (2007) 5, pp. 852-879
Persistent link: https://www.econbiz.de/10007762703
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SHRINKAGE ESTIMATION FOR NEARLY SINGULAR DESIGNS
Knight, Keith; Barnabani, M.; Caner, M.; Caner, M.; … - In: Econometric theory 24 (2008) 2, pp. 323-337
Persistent link: https://www.econbiz.de/10007912728