A Shortcut to LAD Estimator Asymptotics
暂无分享,去创建一个
[1] H. L. Le Roy,et al. Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability; Vol. IV , 1969 .
[2] D. Andrews. Asymptotics for Semiparametric Econometric Models: I. Estimation , 1990 .
[3] P. Hall,et al. Martingale Limit Theory and its Application. , 1984 .
[4] J. Neyman,et al. Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability , 1963 .
[5] P. J. Huber. The behavior of maximum likelihood estimates under nonstandard conditions , 1967 .
[6] G. Walter,et al. Probability Density Estimation Using Delta Sequences , 1979 .
[7] Peter C. B. Phillips,et al. Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation , 1977 .
[8] R. Koenker,et al. Asymptotic Theory of Least Absolute Error Regression , 1978 .
[9] Jr. Gilbert W. Bassett. A p -subset property of L 1 and regression quantile estimates , 1988 .
[10] W. Newey,et al. A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelationconsistent Covariance Matrix , 1986 .
[11] J. Neyman. Second Berkeley Symposium on Mathematical Statistics and Probability , 1951 .
[12] D. Pollard. Convergence of stochastic processes , 1984 .
[13] D. Pollard,et al. Cube Root Asymptotics , 1990 .
[14] H. Daniels. The Asymptotic Efficiency of a Maximum Likelihood Estimator , 1961 .
[15] D. Pollard. New Ways to Prove Central Limit Theorems , 1985, Econometric Theory.
[16] W. Steiger,et al. Least Absolute Deviations: Theory, Applications and Algorithms , 1984 .
[17] D. Pollard. Asymptotics via Empirical Processes , 1989 .
[18] P. Hall,et al. Martingale Limit Theory and Its Application , 1980 .
[19] J. D. Sargan,et al. Econometric Estimators and the Edgeworth Approximation , 1976 .
[20] Peter C. B. Phillips,et al. Time Series Regression With a Unit Root and Infinite-Variance Errors , 1990, Econometric Theory.
[21] P. Billingsley,et al. Convergence of Probability Measures , 1969 .
[22] K. Knight. Limit theory for autoregressive‐parameter estimates in an infinite‐variance random walk , 1989 .
[23] P. Phillips. Small Sample Distribution Theory in Econometric Models of Simultaneous Equations , 1982 .
[24] Prakasa Rao. Estimation of a unimodal density , 1969 .
[25] D. McFadden. A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration , 1989 .
[26] D. Pollard,et al. Simulation and the Asymptotics of Optimization Estimators , 1989 .
[27] D. Pollard. Asymptotics for Least Absolute Deviation Regression Estimators , 1991, Econometric Theory.
[28] W. Newey,et al. A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelationconsistent Covariance Matrix , 1986 .