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Asymptotic behavior of the cusum of squares test under stochastic and deterministic time trends

Nielsen, Bent; Sohkanen, Jouni S. - In: Econometric theory 27 (2011) 4, pp. 913-927

Persistent link: https://www.econbiz.de/10009311641

Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality

Miranda, Maŕa Dolores Mart́nez; Nielsen, Bent; … - 2013

Persistent link: https://www.econbiz.de/10009747337

Asymptotic analysis of the forward search

Johansen, Søren; Nielsen, Bent - 2013

Persistent link: https://www.econbiz.de/10009747431

Outlier detection in regression using an iterated one-step approximation to the huber-skip estimator

Johansen, Søren; Nielsen, Bent - In: Econometrics : open access journal 1 (2013) 1, pp. 53-70

In regression we can delete outliers based upon a preliminary estimator and re-estimate the parameters by least squares based upon the retained observations. We study the properties of an iteratively defined sequence of estimators based on this idea. We relate the sequence to the Huber-skip...

Persistent link: https://www.econbiz.de/10009754516