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Boundedness of M-estimators for linear regression in time series
Søren Johansen
, Bent Nielsen
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Dive into the research topics of 'Boundedness of M-estimators for linear regression in time series'. Together they form a unique fingerprint.
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Business & Economics
M-estimator
100%
Linear Regression
67%
Quantile Regression
60%
Sample Size
44%
Martingale
38%
Multiple Linear Regression
36%
Random Walk
35%
Hub
32%
Social Sciences
time series
69%
regression
41%