One-step R-estimation in linear models with stable errors
- Author
- Marc Hallin, Yvik Swan, Thomas Verdebout and David Veredas (UGent)
- Organization
- Keywords
- Stable distributions, Local asymptotic normality, LAD estimation, R-estimation, Asymptotic relative efficiency, REGRESSION, DISTRIBUTIONS, PARAMETER, INFERENCE, DENSITIES, TESTS
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Citation
Please use this url to cite or link to this publication: http://hdl.handle.net/1854/LU-8649382
- MLA
- Hallin, Marc, et al. “One-Step R-Estimation in Linear Models with Stable Errors.” JOURNAL OF ECONOMETRICS, vol. 172, no. 2, 2013, pp. 195–204, doi:10.1016/j.jeconom.2012.08.016.
- APA
- Hallin, M., Swan, Y., Verdebout, T., & Veredas, D. (2013). One-step R-estimation in linear models with stable errors. JOURNAL OF ECONOMETRICS, 172(2), 195–204. https://doi.org/10.1016/j.jeconom.2012.08.016
- Chicago author-date
- Hallin, Marc, Yvik Swan, Thomas Verdebout, and David Veredas. 2013. “One-Step R-Estimation in Linear Models with Stable Errors.” JOURNAL OF ECONOMETRICS 172 (2): 195–204. https://doi.org/10.1016/j.jeconom.2012.08.016.
- Chicago author-date (all authors)
- Hallin, Marc, Yvik Swan, Thomas Verdebout, and David Veredas. 2013. “One-Step R-Estimation in Linear Models with Stable Errors.” JOURNAL OF ECONOMETRICS 172 (2): 195–204. doi:10.1016/j.jeconom.2012.08.016.
- Vancouver
- 1.Hallin M, Swan Y, Verdebout T, Veredas D. One-step R-estimation in linear models with stable errors. JOURNAL OF ECONOMETRICS. 2013;172(2):195–204.
- IEEE
- [1]M. Hallin, Y. Swan, T. Verdebout, and D. Veredas, “One-step R-estimation in linear models with stable errors,” JOURNAL OF ECONOMETRICS, vol. 172, no. 2, pp. 195–204, 2013.
@article{8649382, author = {{Hallin, Marc and Swan, Yvik and Verdebout, Thomas and Veredas, David}}, issn = {{0304-4076}}, journal = {{JOURNAL OF ECONOMETRICS}}, keywords = {{Stable distributions,Local asymptotic normality,LAD estimation,R-estimation,Asymptotic relative efficiency,REGRESSION,DISTRIBUTIONS,PARAMETER,INFERENCE,DENSITIES,TESTS}}, language = {{eng}}, number = {{2}}, pages = {{195--204}}, title = {{One-step R-estimation in linear models with stable errors}}, url = {{http://doi.org/10.1016/j.jeconom.2012.08.016}}, volume = {{172}}, year = {{2013}}, }
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