Weighted least absolute deviations estimation for arma models with infinite variance

Econometric Theory

Volumn 23, Issue 5, 2007, Pages 852-879

  Pan, Jiazhu ^a   Wang, Hui ^a   Yao, Qiwei ^a  

^a PEKING UNIVERSITY   (China)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 34547945402     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466607070363     Document Type: Article

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