Tightness of M-estimators for multiple linear regression in time for multiple linear regression in time series

Publikation: Working paperForskning

Standard

Tightness of M-estimators for multiple linear regression in time for multiple linear regression in time series. / Johansen, Søren; Nielsen, Bent.

2016.

Publikation: Working paperForskning

Harvard

Johansen, S & Nielsen, B 2016 'Tightness of M-estimators for multiple linear regression in time for multiple linear regression in time series'. <http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2794851>

APA

Johansen, S., & Nielsen, B. (2016). Tightness of M-estimators for multiple linear regression in time for multiple linear regression in time series. University of Copenhagen. Institute of Economics. Discussion Papers (Online) Nr. 16-05 http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2794851

Vancouver

Johansen S, Nielsen B. Tightness of M-estimators for multiple linear regression in time for multiple linear regression in time series. 2016.

Author

Johansen, Søren ; Nielsen, Bent. / Tightness of M-estimators for multiple linear regression in time for multiple linear regression in time series. 2016. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 16-05).

Bibtex

@techreport{19bed66c6a40442b9c2be89b05616aab,
title = "Tightness of M-estimators for multiple linear regression in time for multiple linear regression in time series",
author = "S{\o}ren Johansen and Bent Nielsen",
year = "2016",
language = "English",
series = "University of Copenhagen. Institute of Economics. Discussion Papers (Online)",
number = "16-05",
type = "WorkingPaper",

}

RIS

TY - UNPB

T1 - Tightness of M-estimators for multiple linear regression in time for multiple linear regression in time series

AU - Johansen, Søren

AU - Nielsen, Bent

PY - 2016

Y1 - 2016

M3 - Working paper

T3 - University of Copenhagen. Institute of Economics. Discussion Papers (Online)

BT - Tightness of M-estimators for multiple linear regression in time for multiple linear regression in time series

ER -

ID: 163131216