Our joint paper “Gini Regressions and Heteroskedasticity” with Ndéné Ka, Stéphane Mussard and Oumar Hamady Ndiaye just appear in Econometrics.

We propose an Aitken estimator for Gini regression. The suggested A-Gini estimator is proven to be a U-statistics. Monte Carlo simulations are provided to deal with heteroskedasticity and to make some comparisons between the generalized least squares and the Gini regression. A Gini-White test is proposed and shows that a better power is obtained compared with the usual White test when outlying observations contaminate the data