Pan, Jiazhu, Wang, Hui and Yao, Qiwei (2007) Weighted least absolute deviations estimation for ARMA models with infinite variance. Econometric theory, 23 (5). pp. 852-879. ISSN 1469-4360
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| Item Type: | Article |
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| Official URL: | http://journals.cambridge.org/action/displayJourna... |
| Additional Information: | © 2007 Cambridge University Press |
| Library of Congress subject classification: | H Social Sciences > HB Economic Theory H Social Sciences > HA Statistics |
| Sets: | Departments > Statistics Collections > Economists Online |
| Rights: | http://www.lse.ac.uk/library/rights/LSERO.htm |
| URL: | http://eprints.lse.ac.uk/5405/ |
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