Elise Coudin

National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)

15 Boulevard Gabriel Peri

Malakoff Cedex, 1 92245

France

SCHOLARLY PAPERS

3

DOWNLOADS

51

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (3)

1.

Robust Sign-Based and Hodges-Lehmann Estimators in Linear Median Regressions with Heterogenous Serially Dependent Errors

CIRANO Scientific Publication No. 2011s-24
Posted: 07 Mar 2011
Elise Coudin and Jean-Marie Dufour
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST) and McGill University
Downloads 35 (448,270)

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sign test, median regression, Hodges-Lehmann estimator, p-value, least absolute deviations, quantile regression, simultaneous inference, Monte Carlo tests, projection methods, nonnormality, heteroskedasticity, serial dependence, GARCH, stochastic volatility

2.

Finite-Sample Generalized Confidence Distributions and Sign-Based Robust Estimators In Median Regressions with Heterogeneous Dependent Errors

Number of pages: 49 Posted: 22 Feb 2017 Last Revised: 24 Feb 2017
Elise Coudin and Jean-Marie Dufour
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST) and McGill University
Downloads 14 (561,755)

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Sign-based methods; median regression; test inversion; Hodges-Lehmann estimators; confidence distributions; p-value function; least absolute deviation estimators; quantile regressions; sign test; simultaneous inference; Monte Carlo tests; projection methods; non-normality; heteroskedasticity; serial

3.

Finite-Sample Distribution-Free Inference in Linear Median Regressions Under Heteroscedasticity and Non-Linear Dependence of Unknown Form

Econometrics Journal, Vol. 12, Issue s1, pp. S19-S49, January 2009
Number of pages: 31 Posted: 04 Jul 2009
Elise Coudin and Jean-Marie Dufour
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST) and University of Montreal - Department of Economics
Downloads 2 (644,425)
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