scientific article; zbMATH DE number 6811479
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Publication:4593677
zbMATH Open1384.62232MaRDI QIDQ4593677FDOQ4593677
Authors: Saren Johansen, Bent Nielsen 
Publication date: 22 November 2017
Title of this publication is not available (Why is that?)
Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35)
Cited In (17)
- On adding over-identifying instrumental variables to simultaneous equations
- Analysis of the forward search using some new results for martingales and empirical processes
- Misspecification testing: non-invariance of expectations models of inflation
- Heteroscedasticity testing after outlier removal
- Outliers and model selection: Discussion of the paper by Søren Johansen and Bent Nielsen
- Sir Clive W. J. Granger model selection
- A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts
- Forecasting by factors, by variables, by both or neither?
- Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change
- Econometric modelling of climate systems: the equivalence of energy balance models and cointegrated vector autoregressions
- Discussion: The forward search: theory and data analysis
- Unpredictability in economic analysis, econometric modeling and forecasting
- Asymptotic analysis of iterated 1-step Huber-skip M-estimators with varying cut-offs
- Variable selection with spatially autoregressive errors: a generalized moments Lasso estimator
- Granger causality, exogeneity, cointegration, and economic policy analysis
- Model selection in under-specified equations facing breaks
- Model selection when there are multiple breaks
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