Johansen, Søren; Nielsen, Bent - Economics Group, Nuffield College, University of Oxford - 2014
and non-stationary time series as well as polynomial terms. The methods include the Huber-skip M-estimator, 1-step Huber-skip … M-estimators, in particular the Impulse Indicator Saturation, iterated 1-step Huber-skip M-estimators and the Forward …