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This paper studies the robust estimation and inference of threshold models with integrated regres- sors. We derive the asymptotic distribution of the profiled least squares (LS) estimator under the diminishing threshold effect assumption that the size of the threshold effect converges to zero....
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the theory of robust statistics, which builds upon parametric specification, but provides a methodology for designing …
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sensitive to misspecification and data errors. This sensitivity addressed by the theory of robust statistics which builds upon …
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What are the statistical and computational problems associated with robust nonlinear regression? This paper presents a number of possible approaches to these problems and develops a particular algorithm based on the work of Powell and Dennis
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