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An Analysis of the Indicator Saturation Estimator as a Robust Regression Estimator
Søren Johansen
, Bent Nielsen
Department of Economics
Department of Mathematical Sciences
1936
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Dive into the research topics of 'An Analysis of the Indicator Saturation Estimator as a Robust Regression Estimator'. Together they form a unique fingerprint.
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Business & Economics
Asymptotic Theory
46%
Autoregression
45%
Empirical Process
60%
Estimator
55%
Hub
35%
M-estimator
53%
Outliers
95%
Robust Regression
100%
Stationary Process
47%
Structural Breaks
70%
Unit Root
36%