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Model discovery and Trygve Haavelmo's legacy
Hendry, David F.; Johansen, Søren - 2012
Persistent link: https://www.econbiz.de/10009531501
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The analysis of marked and weighted empirical processes of estimated residuals
Berenguer-Rico, Vanessa; Johansen, Søren; Nielsen, Bent - 2019
Persistent link: https://www.econbiz.de/10012177516
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Uniform consistency of marked and weighted empirical distributions of residualsa
Berenguer-Rico, Vanessa; Johansen, Søren; Nielsen, Bent - 2019
Persistent link: https://www.econbiz.de/10012193756
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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