Asymptotic Theory for Iterated One-Step Huber-Skip Estimators

Original language	English
Place of Publication	Kbh.
Publisher	Department of Economics, University of Copenhagen
Number of pages	17
Publication status	Published - 2011

Keywords

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title = "Asymptotic Theory for Iterated One-Step Huber-Skip Estimators",

keywords = "Faculty of Social Sciences, Huber-skip , iteration, one-step M-estimators, unit roots ",

author = "S{\o}ren Johansen and Bent Nielsen",

note = "JEL Classification: C32",

year = "2011",

language = "English",

publisher = "Department of Economics, University of Copenhagen",

address = "Denmark",

type = "WorkingPaper",

institution = "Department of Economics, University of Copenhagen",

}

TY - UNPB

T1 - Asymptotic Theory for Iterated One-Step Huber-Skip Estimators

AU - Johansen, Søren

AU - Nielsen, Bent

N1 - JEL Classification: C32

PY - 2011

Y1 - 2011

KW - Faculty of Social Sciences

KW - Huber-skip

KW - iteration

KW - one-step M-estimators

KW - unit roots

M3 - Working paper

BT - Asymptotic Theory for Iterated One-Step Huber-Skip Estimators

PB - Department of Economics, University of Copenhagen

CY - Kbh.

ER -