Asymptotic Theory for Iterated One-Step Huber-Skip Estimators
Publikation: Working paper › Forskning
Standard
Asymptotic Theory for Iterated One-Step Huber-Skip Estimators. / Johansen, Søren; Nielsen, Bent.
Kbh. : Department of Economics, University of Copenhagen, 2011.Publikation: Working paper › Forskning
Harvard
Johansen, S & Nielsen, B 2011 'Asymptotic Theory for Iterated One-Step Huber-Skip Estimators' Department of Economics, University of Copenhagen, Kbh. <https://www.econ.ku.dk/english/research/publications/wp/dp_2011/1129.pdf/>
APA
Johansen, S., & Nielsen, B. (2011). Asymptotic Theory for Iterated One-Step Huber-Skip Estimators. Department of Economics, University of Copenhagen. https://www.econ.ku.dk/english/research/publications/wp/dp_2011/1129.pdf/
Vancouver
Johansen S, Nielsen B. Asymptotic Theory for Iterated One-Step Huber-Skip Estimators. Kbh.: Department of Economics, University of Copenhagen. 2011.
Author
Bibtex
@techreport{53bbb9079ff24dc0a1a6e44bb3424118,
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",
}
RIS
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 -
ID: 35967528