An analysis of the indicator saturation estimator as a robust regression estimator

Søren Johansen; Bent Nielsen

An analysis of the indicator saturation estimator as a robust regression estimator

57 Citations (Scopus)

Original language	English
Title of host publication	The Methodology and Practice of Econometrics : A Festschrift in Honour of David F. Hendry
Editors	Neil Shepard, Jennifer Castle
Number of pages	36
Place of Publication	Oxford
Publisher	Oxford University Press
Publication date	2009
Pages	1-36
ISBN (Print)	9780199237197
Publication status	Published - 2009

Cite this

An analysis of the indicator saturation estimator as a robust regression estimator. / Johansen, Søren; Nielsen, Bent.

The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry. ed. / Neil Shepard; Jennifer Castle. Oxford : Oxford University Press, 2009. p. 1-36.

Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

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