{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2023,7,30]],"date-time":"2023-07-30T16:12:28Z","timestamp":1690733548215},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"4","license":[{"start":{"date-parts":[[2001,7,27]],"date-time":"2001-07-27T00:00:00Z","timestamp":996192000000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2001,8]]},"abstract":"<jats:p>Most work on the asymptotic properties of least absolute \ndeviations (LAD) estimators makes use of the assumption \nthat the common distribution of the disturbances has a \ndensity that is both positive and finite at zero. We consider \nthe implications of weakening this assumption in a number \nof regression settings, primarily with a time series orientation. \nThese models include ones with deterministic and stochastic \ntrends, and we pay particular attention to the case of \na simple unit root model. The way in which the conventional \nassumption on the error distribution is modified is motivated \nin part by N.V. Smirnov's work on domains of attraction \nin the asymptotic theory of sample quantiles. The approach \nadopted usually allows for simple characterizations (often \nfeaturing a single parameter, \u03b3), of both the shapes of \nthe limiting distributions of the LAD estimators and their \nconvergence rates. The present paper complements the closely \nrelated recent work of K. Knight.<\/jats:p>","DOI":"10.1017\/s0266466601174074","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T13:16:52Z","timestamp":1027775812000},"page":"820-852","source":"Crossref","is-referenced-by-count":12,"title":["LEAST ABSOLUTE DEVIATIONS REGRESSION UNDER NONSTANDARD CONDITIONS"],"prefix":"10.1017","volume":"17","author":[{"given":"Alan J.","family":"Rogers","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2001,7,27]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466601174074","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,8]],"date-time":"2019-04-08T19:21:11Z","timestamp":1554751271000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466601174074\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2001,7,27]]},"references-count":0,"journal-issue":{"issue":"4","published-print":{"date-parts":[[2001,8]]}},"alternative-id":["S0266466601174074"],"URL":"https:\/\/doi.org\/10.1017\/s0266466601174074","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2001,7,27]]}}}