Coudin, Elise and Dufour, Jean Marie <br/><br/>
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 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Bootstrap;Discrete distribution;Distribution free;GARCH;Heteroscedasticity;Median regression;Monte Carlo test;Non normality;Serial depence;Signs;Volatility;