An analysis of the indicator saturation estimator as a robust regression estimator
Year of publication: |
2008-01-01
|
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Authors: | Nielsen, Bent ; Johansen, Soren ; Nielsen, Bent |
Institutions: | Department of Economics, Oxford University |
Subject: | Empirical Processes | Huber's Skip | Indicator Saturation | M-Estimator | Outlier Robustness | Vector Autoregressive Process |
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