Weighted Least Absolute Deviations Estimation for an AR(1) Process with ARCH(1) Errors

✍ Scribed by Ngai Hang Chan and Liang Peng

• Book ID: 124304895
• Publisher: Oxford University Press
• Year: 2005
• Tongue: English
• Weight: 603 KB
• Volume: 92
• Category: Article
• ISSN: 0006-3444
• DOI: 10.2307/20441201