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The analysis of marked and weighted empirical processes of estimated residuals

Berenguer-Rico, Vanessa; Johansen, Søren; Nielsen, Bent - 2019

Persistent link: https://www.econbiz.de/10012177516

The analysis of marked and weighted empirical processes of estimated residuals

Berenguer-Rico, Vanessa; Johansen, Søren; Nielsen, Bent - 2019

Persistent link: https://www.econbiz.de/10012063555

The analysis of marked and weighted empirical processes ofestimated residuals

Berenguer-Rico, Vanessa; Johansen, Søren; Nielsen, Bent - 2019

Persistent link: https://www.econbiz.de/10012099330

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

Asymptotic inference on cointegrating rank in partial systems

Harbo, Ingrid; Johansen, Søren; Nielsen, Bent; Rahbek, … - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 4, pp. 388-399

Persistent link: https://www.econbiz.de/10001251806

Discussion of the forward search : theory and data analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli

Johansen, Søren; Nielsen, Bent - 2010

Persistent link: https://www.econbiz.de/10003929159

Discussion of the forward search : theory and data analysis by Anthony C. Atkinson , Marco Riani and Andrea Ceroli

Johansen, Søren; Nielsen, Bent - 2010

Persistent link: https://www.econbiz.de/10003943208

White heteroscedasticty testing after outlier removal

Berenguer-Rico, Vanessa; Wilms, Ines - 2018

Persistent link: https://www.econbiz.de/10011910640

Heteroscedasticity testing after outlier removal

Berenguer-Rico, Vanessa; Wilms, Ines - In: Econometric reviews 40 (2021) 1, pp. 51-85

Persistent link: https://www.econbiz.de/10012483796

Discussion of 'The Forward Search : Theory and Data Analysis' by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli

Johansen, Soren; Nielsen, Bent - 2010

The Forward Search Algorithm is a statistical algorithm for obtaining robust estimators of regression coefficients in the presence of outliers. The algorithm selects a succession of subsets of observations from which the parameters are estimated. The present note shows how the theory of...

Persistent link: https://www.econbiz.de/10014198033