Least absolute error estimation in the presence of serial correlation
type: Item
instance of: scholarly article
title: Least absolute error estimation in the presence of serial correlation
zbMATH Open document ID: 0693.62094
DOI: 10.1016/0304-4076(90)90076-6
author: Andrew A. Weiss
published in: Journal of Econometrics
publication date: 1990-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 4135279
zbMATH Keywords: least absolute error estimation
zbMATH Keywords: serially correlated errors
zbMATH Keywords: asymptotic covariance matrix
zbMATH Keywords: tests for serial correlation
MaRDI profile type: Publication
full work available at URL: 0304-4076(90)90076-6
OpenAlex ID: W1969659637
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description: scientific article; zbMATH DE number 4135279