Asymptotic analysis of the Forward Search
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Other versions of this item:
- Søren Johansen & Bent Nielsen, 2013. "Asymptotic analysis of the Forward Search," CREATES Research Papers 2013-05, Department of Economics and Business Economics, Aarhus University.
- Bent Nielsen & Søren Johansen, 2013. "Asymptotic analysis of the Forward Search," Economics Papers 2013-W02, Economics Group, Nuffield College, University of Oxford.
References listed on IDEAS
- Marco Riani & Anthony C. Atkinson & Andrea Cerioli, 2009.
"Finding an unknown number of multivariate outliers,"
Journal of the Royal Statistical Society Series B,
Royal Statistical Society, vol. 71(2), pages 447-466.
- Riani, Marco & Atkinson, Anthony C. & Cerioli, Andrea, 2009. "Finding an unknown number of multivariate outliers," LSE Research Online Documents on Economics 30462, London School of Economics and Political Science, LSE Library.
- E ric E ngler & B ent N ielsen, 2009. "The empirical process of autoregressive residuals," Econometrics Journal, Royal Economic Society, vol. 12(2), pages 367-381, July.
- Bent Nielsen & Soren Johansen, 2010. "Discussion of The Forward Search: Theory and Data Analysis," Economics Series Working Papers 2010-W02, University of Oxford, Department of Economics.
More about this item
KeywordsFixed point result; Forward Search; quantile process; weighted and marked empirical process;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-06-24 (All new papers)
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