Efficient Robust Estimation of Time-Series Regression Models
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- Cizek, P., 2007. "Efficient Robust Estimation of Time-Series Regression Models," Other publications TiSEM d76eb299-a6b2-4f5a-bb9f-a, Tilburg University, School of Economics and Management.
References listed on IDEAS
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Keywords
Asymptotic efficiency; least weighted squares; robust regression; time series;All these keywords.
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