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Performance of likelihood-based estimation methods for multilevel binary regression models

Callens, Marc; Croux, Christophe - 2003

Persistent link: https://www.econbiz.de/10001899096

Robust estimators for the fixed effects panel data model

Bramati, Maria Caterina; Croux, Christophe - In: The econometrics journal 10 (2007) 3, pp. 521-540

Persistent link: https://www.econbiz.de/10003637606

Robust continuum regression

Serneels, Sven; Filzmoser, Peter; Croux, Christophe; … - 2004

Persistent link: https://www.econbiz.de/10002503899

Robust online scale estimation in time series : regression-free approach

Gelper, Sarah; Schettlinger, Karen; Croux, Christophe; … - 2007

This paper presents variance extraction procedures for univariate time series. The volatility of a times series is monitored allowing for non-linearities, jumps and outliers in the level. The volatility is measured using the height of triangles formed by consecutive observations of the time...