One-step R-estimation in linear models with stable errors

Hallin, Marc; SWAN, Yvik; Verdebout, Thomas; Veredas, David

doi:10.1016/j.jeconom.2012.08.016

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Article (Scientific journals)

One-step R-estimation in linear models with stable errors

Hallin, Marc; SWAN, Yvik; Verdebout, Thomas et al.

2013 • In Journal of Econometrics, 172 (2), p. 195--204

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https://hdl.handle.net/10993/13960

DOI
10.1016/j.jeconom.2012.08.016

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Disciplines :

Mathematics

Author, co-author :

Hallin, Marc

SWAN, Yvik ; University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit

Verdebout, Thomas

Veredas, David

Language :

English

Title :

One-step R-estimation in linear models with stable errors

Publication date :

2013

Journal title :

Journal of Econometrics

Volume :

172

Issue :

Pages :

195--204

Available on ORBilu :

since 31 December 2013

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