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~person:"Heckman, James J."
~person:"Johansen, Søren"
~person:"Phillips, Peter C.B."
~person:"Čížek, Pavel"
~subject:"Regression analysis"
~subject:"Robustes Verfahren"
~type_genre:"Graue Literatur"
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Regression analysis
Robustes Verfahren
Regressionsanalyse
40
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38
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24
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24
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19
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Heckman, James J.
Johansen, Søren
Phillips, Peter C.B.
Čížek, Pavel
Dette, Holger
72
Chernozhukov, Victor
62
Härdle, Wolfgang
60
Phillips, Peter C. B.
51
Fernández-Val, Iván
33
Gao, Jiti
33
Linton, Oliver
30
Belloni, Alexandre
28
Marcellino, Massimiliano
22
Nielsen, Bent
21
Zeileis, Achim
21
Lang, Stefan
20
Hansen, Christian Bailey
19
Neumeyer, Natalie
19
Croux, Christophe
17
Doucouliagos, Chris
17
Melas, Vjačeslav Borisovič
17
Kapetanios, George
16
Kneib, Thomas
16
Otsu, Taisuke
16
Arai, Yoichi
15
Caporale, Guglielmo Maria
15
Weidner, Martin
15
Koop, Gary
14
Pei, Zhuan
14
Sun, Yixiao
14
Cai, Zongwu
13
Chen, Xiaohong
13
Huber, Florian
13
Yang, Lijian
13
Asongu, Simplice
12
Claeskens, Gerda
12
Feng, Yuanhua
12
Florens, Jean-Pierre
12
Gonzalo, Jesús
12
Koenker, Roger
12
Lee, Sokbae
12
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12
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Center for Economic Research <Tilburg>
1
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Discussion papers / Department of Economics, University of Copenhagen
10
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7
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5
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ECONIS (ZBW)
42
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1
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:
2
Bias-corrected quantile
regression
estimation of censored
regression
models
Čížek, Pavel
;
Sadikoglu, Serhan
-
2014
Persistent link: https://www.econbiz.de/10011284539
Saved in:
3
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:
4
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:
5
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/10012193987
Saved in:
6
Outlier detection algorithms for least squares time series
regression
Johansen, Søren
;
Nielsen, Bent
-
2014
Persistent link: https://www.econbiz.de/10010416823
Saved in:
7
Outlier detection algorithms for least squares time series
regression
Johansen, Søren
;
Nielsen, Bent
-
2014
Persistent link: https://www.econbiz.de/10010418994
Saved in:
8
Outlier detection algorithms for least squares time series
regression
Johansen, Søren
;
Nielsen, Bent
-
2014
Persistent link: https://www.econbiz.de/10010405202
Saved in:
9
Asymptotic analysis of the forward search
Johansen, Søren
;
Nielsen, Bent
-
2013
Persistent link: https://www.econbiz.de/10009747431
Saved in:
10
Asymptotic analysis of the forward search
Johansen, Søren
;
Nielsen, Bent
-
2013
Persistent link: https://www.econbiz.de/10009712471
Saved in:
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