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Scandinavian Journal of Statistics, ISSN 0303-6898, 06/2016, Volume 43, Issue 2, pp. 368 - 370
Journal Article
Econometrics, ISSN 2225-1146, 05/2013, Volume 1, Issue 1, pp. 53 - 70
  In regression we can delete outliers based upon a preliminary estimator and re-estimate the parameters by least squares based upon the retained observations.... 
Studies | Econometrics | Estimating techniques | one-step M-estimators | iteration | unit roots | Huber-skip
Journal Article
04/2009, ISBN 0199237190
This chapter analyzes an algorithm suggested by Hendry (1999) for estimation in a regression with more regressors than observations, with the purpose of... 
Huber's skip | Vector autoregressive process | Empirical processes | Outlier robustness | Indicator saturation | M-estimator
Book Chapter
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