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One-step R-estimation in linear models with stable errors

(2013) JOURNAL OF ECONOMETRICS. 172(2). p.195-204
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Keywords
Stable distributions, Local asymptotic normality, LAD estimation, R-estimation, Asymptotic relative efficiency, REGRESSION, DISTRIBUTIONS, PARAMETER, INFERENCE, DENSITIES, TESTS

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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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