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M-ESTIMATION FOR A SPATIAL UNILATERAL AUTOREGRESSIVE MODEL WITH INFINITE VARIANCE INNOVATIONS
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- Journal:
- Econometric Theory / Volume 26 / Issue 6 / December 2010
- Published online by Cambridge University Press:
- 17 March 2010, pp. 1663-1682
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- Article
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MULTIVARIATE AUTOREGRESSION OF ORDER ONE WITH INFINITE VARIANCE INNOVATIONS
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- Journal:
- Econometric Theory / Volume 24 / Issue 3 / June 2008
- Published online by Cambridge University Press:
- 22 January 2008, pp. 677-695
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- Article
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