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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Economics discussion papers"
~person:"Chen, Xiaohong"
~person:"Dufour, Jean-Marie"
~person:"Johansen, Søren"
~subject:"Schätztheorie"
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Volatility
Schätztheorie
Estimation theory
3
Robust statistics
2
Robustes Verfahren
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Time series analysis
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Zeitreihenanalyse
2
1-step Huber-skip
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Chebychev estimator
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Croux, Christophe
Chen, Xiaohong
Dufour, Jean-Marie
Johansen, Søren
Nielsen, Bent
14
Bairam, Erkin İbrahim
9
Shephard, Neil G.
7
Berenguer-Rico, Vanessa
4
Hendry, David F.
4
Stengos, Thanasēs
3
Barndorff-Nielsen, Ole E.
2
Castle, Jennifer
2
Doornik, Jurgen A.
2
Grazzini, Jakob
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Huynh, Frank C. H.
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Bernstein, David
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Blundell, Richard W.
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Bohn Nielsen, Heino
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Chevillon, Guillaume
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1
Duffy, James A.
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Flury, Thomas
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Gu, Ran
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Hansen, Paul Colin
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Hansen, Peter Reinhard
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Harnau, Jonas
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Haug, Alfred Albert
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Jiao, Xiyu
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King, Alan
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Leth-Petersen, Søren
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Lunde, Asger
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Meghir, Costas
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Economics discussion papers
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Econometric theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
9
Cahier / Département de Sciences Économiques, Université de Montréal
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EUI working paper / ECO
5
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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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