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Second Order Representations of the Least Absolute Deviation Regression Estimator

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  • Miguel Arcones

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  • Miguel Arcones, 1998. "Second Order Representations of the Least Absolute Deviation Regression Estimator," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 50(1), pages 87-117, March.
    • Handle: RePEc:spr:aistmt:v:50:y:1998:i:1:p:87-117
    DOI: 10.1023/A:1003401414732
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    References listed on IDEAS

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    1. Arcones, Miguel A., 1994. "Some strong limit theorems for M-estimators," Stochastic Processes and their Applications, Elsevier, vol. 53(2), pages 241-268, October.
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    Cited by:

    1. Kato, Kengo & F. Galvao, Antonio & Montes-Rojas, Gabriel V., 2012. "Asymptotics for panel quantile regression models with individual effects," Journal of Econometrics, Elsevier, vol. 170(1), pages 76-91.
    2. Han, Heejoon & Linton, Oliver & Oka, Tatsushi & Whang, Yoon-Jae, 2016. "The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series," Journal of Econometrics, Elsevier, vol. 193(1), pages 251-270.
    3. Galvao, Antonio F. & Kato, Kengo, 2016. "Smoothed quantile regression for panel data," Journal of Econometrics, Elsevier, vol. 193(1), pages 92-112.

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