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81
The empirical process of autoregressive residuals
Engler, Eric
;
Nielsen, Bent
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 367-381
Persistent link: https://www.econbiz.de/10003875827
Saved in:
82
An analysis of the indicator saturation estimator as a robust regression estimator
Johansen, Søren
(
contributor
);
Nielsen, Bent
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003631872
Saved in:
83
Simulating properties of the likelihood ratio test for a unit root in an explosive second-order autoregression
Nielsen, Bent
;
Reade, J. James
- In:
Econometric reviews
26
(
2007
)
5
,
pp. 487-501
Persistent link: https://www.econbiz.de/10003549297
Saved in:
84
Chain-ladder as maximum likelihood revisited
Kuang, D.
;
Nielsen, Bent
;
Nielsen, Jens Perch
- In:
Annals of actuarial science : publ. by the Institute of …
4
(
2009
)
1
,
pp. 105-121
Persistent link: https://www.econbiz.de/10003938531
Saved in:
85
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
Saved in:
86
Properties of estimated characteristic roots
Nielsen, Bent
(
contributor
);
Bohn Nielsen, Heino
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003714678
Saved in:
87
Asymptotic analysis of Iterated 1-step Huber-skip M-estimators with varying cut-offs
Jiao, Xiyu
;
Nielsen, Bent
-
2016
Persistent link: https://www.econbiz.de/10011539752
Saved in:
88
Tightness of M-estimators for multiple linear regression in time series
Johansen, Søren
;
Nielsen, Bent
-
2016
Persistent link: https://www.econbiz.de/10011524093
Saved in:
89
Tightness of M-estimators for multiple linear regression in time series
Johansen, Søren
;
Nielsen, Bent
-
2016
Persistent link: https://www.econbiz.de/10011524565
Saved in:
90
The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
;
Nielsen, Bent
-
2016
Persistent link: https://www.econbiz.de/10011524568
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