Marked and Weighted Empirical Processes of Residuals with Applications to Robust Regressions
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References listed on IDEAS
- Søren Johansen & Bent Nielsen, 2016. "Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(2), pages 321-348, June.
- Søren Johansen & Bent Nielsen, 2016. "Rejoinder: Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(2), pages 374-381, June.
- Juan Carlos Escanciano, 2004. "Model Checks Using Residual Marked Empirical Processes," Faculty Working Papers 13/04, School of Economics and Business Administration, University of Navarra.
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Cited by:
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019.
"Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood,"
CREATES Research Papers
2019-15, Department of Economics and Business Economics, Aarhus University.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," Economics Papers 2019-W05, Economics Group, Nuffield College, University of Oxford.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," Discussion Papers 19-11, University of Copenhagen. Department of Economics.
- Vanessa Berenguer Rico & Bent Nielsen & Søren Johansen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," Economics Series Working Papers 879, University of Oxford, Department of Economics.
- Takamitsu Kurita & Bent Nielsen, 2019. "Partial Cointegrated Vector Autoregressive Models with Structural Breaks in Deterministic Terms," Econometrics, MDPI, Open Access Journal, vol. 7(4), pages 1-1, October.
- David H. Bernstein & Bent Nielsen, 2019.
"Asymptotic Theory for Cointegration Analysis When the Cointegration Rank Is Deficient,"
Econometrics, MDPI, Open Access Journal, vol. 7(1), pages 1-1, January.
- David Bernstein & Bent Nielsen, 2014. "Asymptotic theory for cointegration analysis when the cointegration rank is deficient," Economics Papers 2014-W06, Economics Group, Nuffield College, University of Oxford.
- Takamitsu Kurita & B. Nielsen, 2018. "Partial cointegrated vector autoregressive models with structural breaks in deterministic terms," Economics Papers 2018-W03, Economics Group, Nuffield College, University of Oxford.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2018-01-22 (Econometrics)
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