Publications

Filtered Results: 6 found

Oct 2016
Working Paper
Tightness of M-estimators for multiple linear regression in time series
Bent Nielsen, Soren Johansen
May 2016
Journal
Asymptotic theory of outlier detection algorithms for linear time series regression models
in Scandinavian Journal of Statistics
Soren Johansen, Bent Nielsen
Mar 2016
Journal
Analysis of the forward search using some new results for martingales and empirical processes
in Bernoulli
Soren Johansen, Bent Nielsen
Jul 2015
Outlier Detection Algorithms for Least Squares Time Series
Bent Nielsen, Soren Johansen
Jun 2014
Paper
Model Discovery and Trygve Haavelmo's Legacy
David Hendry, Soren Johansen
May 2013
Paper
Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator
Bent Nielsen, Soren Johansen