Efficient Robust Estimation of Time-Series Regression Models

Pavel Cizek

No 2007-95, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: Asymptotic efficiency; least weighted squares; robust regression; time series (search for similar items in EconPapers)
Date: 2007
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://repository.tilburguniversity.edu/bitstream ... 453f1d0884d/download (application/pdf)

Related works:
Working Paper: Efficient Robust Estimation of Time-Series Regression Models (2007)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:tiu:tiucen:d76eb299-a6b2-4f5a-bb9f-adf83d30c0c6

Access Statistics for this paper

More papers in Discussion Paper from Tilburg University, Center for Economic Research
Bibliographic data for series maintained by Richard Broekman ().