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Regression discontinuity and heteroskedasticity robust standard errors : evidence from a fixed-bandwidth approximation

Bartalotti, Otávio - In: Journal of econometric methods 8 (2019) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10012022999

Rolling regression analysis of the Pástor-Stambaugh model : evidence from robust instrumental variables

Racicot, François-Éric; Rentz, William F.; Kahl, Alfred L, - In: International advances in economic research : IAER ; an … 23 (2017) 1, pp. 75-90

Persistent link: https://www.econbiz.de/10011944468

A robust general multivariate chain ladder method

Peremans, Kris; Van Aelst, Stefan; Verdonck, Tim - In: Risks : open access journal 6 (2018) 4, pp. 1-18

The chain ladder method is a popular technique to estimate the future reserves needed to handle claims that are not fully settled. Since the predictions of the aggregate portfolio (consisting of different subportfolios) do not need to be equal to the sum of the predictions of the subportfolios,...

Persistent link: https://www.econbiz.de/10011906200

Marked and weighted empirical processes of residuals with applications to robust regressions

Berenguer-Rico, Vanessa; Nielsen, Bent - 2017

Persistent link: https://www.econbiz.de/10011907859

Reexamination of estimating beta coecient as a risk measure in CAPM

Le Tan Phuoc; Kim, Kee S.; Su, Yingcai - In: Journal of Asian finance, economics and business : JAFEB 5 (2018) 1, pp. 11-16

Persistent link: https://www.econbiz.de/10011917748

Characterization of the equivalence of robustification and regularization in linear and matrix regression

Bertsimas, Dimitris; Copenhaver, Martin S. - In: European journal of operational research : EJOR 270 (2018) 3, pp. 931-942

Persistent link: https://www.econbiz.de/10011882668

Inference robust to outliers with L1-norm penalization

Beyhum, Jad - 2019

Persistent link: https://www.econbiz.de/10012181964

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

Social classes of intelligence, economic growth and technological achievement : robust regression and outlier detection

Burhan, Nik Ahmad Sufian; Razak, Razli Che; Ibrahim, … - In: Journal of interdisciplinary economics 30 (2018) 2, pp. 148-163

Persistent link: https://www.econbiz.de/10012154216

Robust econometric inference with mixed integrated and mildly explosive regressors

Phillips, Peter C. B.; Lee, Ji Hyung - In: Journal of econometrics 192 (2016) 2, pp. 433-450

Persistent link: https://www.econbiz.de/10011704727

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