8 results: page 1 of 1
May 2023
Journal
A model where the least trimmed squares estimator is maximum likelihood
in Journal of the Royal Statistical Society, Series B: Statistical Methodology
Vanessa Berenguer-Rico ,  Soren Johansen ,  Bent Nielsen
Sept 2018
Journal
Boundedness of M-estimators for multiple linear regression in time series
in Econometric Theory
Soren Johansen ,  Bent Nielsen
Oct 2016
Working Paper
May 2016
Journal
Asymptotic theory of outlier detection algorithms for linear time series regression models
in Scandinavian Journal of Statistics
Soren Johansen ,  Bent Nielsen
Oct 2014
Journal
Outlier Detection Algorithms for Least Squares Time Series
in SSRN Electronic Journal
Soren Johansen ,  Bent Nielsen
Jun 2014
Paper
Model Discovery and Trygve Haavelmo's Legacy
David Hendry ,  Soren Johansen