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We study the problem of estimating the parameters of a linear median regression without any assumption on the shape of the error distribution -- including no condition on the existence of moments -- allowing for heterogeneity (or heteroskedasticity) of unknown form, noncontinuous distributions,...
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We propose estimators for the parameters of a linear median regression without any assumption on the shape of the error distribution – including no condition on the existence of moments – allowing for heterogeneity (or heteroskedasticity) of unknown form, noncontinuous distributions, and...
Persistent link: https://www.econbiz.de/10014185281