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Finite sample distribution free inference in linear median regression under heteroscedasticity and non linear dependence of unknown form

Coudin, Elise and Dufour, Jean Marie

Finite sample distribution free inference in linear median regression under heteroscedasticity and non linear dependence of unknown form 2009 - 2009 - S19-S49 V. 12 Issue. S1

Subjects--Topical Terms:
Econometrics

Subjects--Index Terms: Bootstrap;Discrete distribution;Distribution free;GARCH;Heteroscedasticity;Median regression;Monte Carlo test;Non normality;Serial depence;Signs;Volatility;

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