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Forecasting in least absolute value regression with autocorrelated errors: a small-sample study

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  • Dielman, Terry E.
  • Rose, Elizabeth L.

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  • Dielman, Terry E. & Rose, Elizabeth L., 1994. "Forecasting in least absolute value regression with autocorrelated errors: a small-sample study," International Journal of Forecasting, Elsevier, vol. 10(4), pages 539-547, December.
    • Handle: RePEc:eee:intfor:v:10:y:1994:i:4:p:539-547
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    Cited by:

    1. Kristensen Johannes Tang, 2014. "Factor-based forecasting in the presence of outliers: Are factors better selected and estimated by the median than by the mean?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(3), pages 309-338, May.
    2. Hui Tian & Andrew Yim & David P. Newton, 2021. "Tail-Heaviness, Asymmetry, and Profitability Forecasting by Quantile Regression," Management Science, INFORMS, vol. 67(8), pages 5209-5233, August.

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