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type_genre:"Non-commercial literature"
subject:"Schätztheorie"
~person:"Johansen, Søren"
~isPartOf:"Economics discussion papers"
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Schätztheorie
Estimation theory
3
Robust statistics
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Robustes Verfahren
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Time series analysis
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Zeitreihenanalyse
2
1-step Huber-skip
1
Chebychev estimator
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Kleinste-Quadrate-Methode
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LMS
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LTS
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Least squares esti-mator
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Least squares method
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Non-stationarity
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Johansen, Søren
Nielsen, Bent
14
Bairam, Erkin İbrahim
8
Shephard, Neil G.
7
Berenguer-Rico, Vanessa
4
Hendry, David F.
4
Barndorff-Nielsen, Ole E.
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Castle, Jennifer
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Grazzini, Jakob
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McKitrick, Ross
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Richiardi, Matteo
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Sheppard, Kevin
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Bernstein, David
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Blundell, Richard W.
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Bohn Nielsen, Heino
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Gu, Ran
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Kourtellos, Andros
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Large, Jeremy
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Leth-Petersen, Søren
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Low, Hamish
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Lunde, Asger
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Meghir, Costas
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Mizon, Grayham E.
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Noureldin, Diaa
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Oryshchenko, Vitaliy
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Economics discussion papers
Discussion papers / Department of Economics, University of Copenhagen
11
CREATES research paper
10
Department of Economics discussion paper series / University of Oxford
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Queen's Economics Department working paper
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Discussion papers / Institute of Economics, University of Copenhagen
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ECONIS (ZBW)
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The analysis of marked and weighted empirical processes ofestimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012492557
Saved in:
2
Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012492559
Saved in:
3
An analysis of the indicator saturation estimator as a robust regression estimator
Johansen, Søren
;
Nielsen, Bent
-
2008
Persistent link: https://www.econbiz.de/10003807422
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