2 results
ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS
-
- Journal:
- Econometric Theory / Volume 29 / Issue 3 / June 2013
- Published online by Cambridge University Press:
- 12 November 2012, pp. 482-516
-
- Article
- Export citation
LEAST ABSOLUTE DEVIATION ESTIMATION FOR UNIT ROOT PROCESSES WITH GARCH ERRORS
-
- Journal:
- Econometric Theory / Volume 25 / Issue 5 / October 2009
- Published online by Cambridge University Press:
- 01 October 2009, pp. 1208-1227
-
- Article
- Export citation