Jun 2023

Normality testing after outlier removal
Vanessa Berenguer-Rico , Bent Nielsen

May 2023
Working Paper

Least Trimmed Squares Asymptotics: Regression with leverage
Vanessa Berenguer-Rico , Bent Nielsen

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

Feb 2019
Journal

Cumulated sum of squares statistics for non-linear and non-stationary regressions
in Econometric Theory
Vanessa Berenguer-Rico , Bent Nielsen

Jun 2018
Working Paper

White heteroscedasticty testing after outlier removal
Vanessa Berenguer-Rico , Ines Wilms

Dec 2017
Paper

Marked and Weighted Empirical Processes of Residuals with the Applications to Robust Regressions
Vanessa Berenguer-Rico , Bent Nielsen

Sept 2013
Paper

Summability of Stochastic Processes: A Generalization of Integration for Non-linear Processes
Vanessa Berenguer-Rico , Jesus Gonzalo

Jun 2013
Working Paper

Co-summability: From linear to non-linear co-integration
Vanessa Berenguer-Rico , Jesus Gonzalo

Feb 2010
Journal

Regime shifts in stock–flow I(2)–I(1) systems: the case of US fiscal sustainability
Vanessa Berenguer-Rico , Josep Lluís Carrion-i-Silvestre

Publications