The Asymptotic Normality of Two-Stage Least Absolute Deviations Estimators

• 1 September 1983
• journal article
• Published by JSTOR in Econometrica
• Vol. 51  (5) , 1569
• https://doi.org/10.2307/1912290

Abstract

Keywords

• ASYMPTOTIC NORMALITY
• ABSOLUTE DEVIATIONS
• DEVIATIONS ESTIMATORS
• TWO STAGE