LEAST ABSOLUTE DEVIATIONS REGRESSION UNDER NONSTANDARD CONDITIONS
Most work on the asymptotic properties of least absolute deviations (LAD) estimators makes use of the assumption that the common distribution of the disturbances has a density that is both positive and finite at zero. We consider the implications of weakening this assumption in a number of regressio...
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| Volume: | 17 |
|---|---|
| Main Author: | Rogers, Alan J |
| Format: | Journal Article |
| Language: | English |
| Place of publication: |
Cambridge University Press 01.08.2001 |
| published in: | Econometric theory Vol. 17; no. 4; pp. 820 - 852 |
| Data of publication: | 20010800 |
| ISSN: |
0266-4666 1469-4360 |
| EISSN: |
1469-4360 |
| Discipline: | Economics |
| Subjects: | |
| Online Access: |
Fulltext |
| Database: | CrossRef Database information Databases - DBIS |