Search Results

Functional Principal Components Analysis on the Exemple of the Achievements of Students in the Years 2009-2017,
Sztemberg-Lewandowska Mirosława, in Econometrics. Advances in Applied Data Analysis (2019)
Keywords: level of students’ knowledge, functional data, longitudinal data, functional principal components analysis

The Effect of Service Clusters on the Sustainable Economic Development,
Lezgovko Michail and Lezgovko Aleksandra, in Economics and Culture (2018)
Keywords: Clusterization, sustainable economy, development

TEXT MINING – PREREQUISITE FOR KNOWLEDGE MANAGEMENT SYSTEMS,
Dragoº Marcel Vespan, from Faculty of Economic Cybernetics, Statistics and Informatics, Academy of Economic Studies and National Defence University "Carol I", DEPARTMENT FOR MANAGEMENT OF THE DEFENCE RESOURCES AND EDUCATION (2009)
Keywords: text mining, knowledge systems, information retrieval

TEXT MINING TECHNOLOGY TO SUPPORT ENTERPRISE KNOWLEDGE MANAGEMENT,
Domenico Consoli, from Faculty of Economic Cybernetics, Statistics and Informatics, Academy of Economic Studies and National Defence University "Carol I", DEPARTMENT FOR MANAGEMENT OF THE DEFENCE RESOURCES AND EDUCATION (2009)
Keywords: knowledge management, text mining, unstructured information, enterprise information system.

DATA MINING LANGUAGES STANDARDS,
Vasile Bodea and Cetin Elmas, from Faculty of Economic Cybernetics, Statistics and Informatics, Academy of Economic Studies and National Defence University "Carol I", DEPARTMENT FOR MANAGEMENT OF THE DEFENCE RESOURCES AND EDUCATION (2009)

Comparison of Dimensionality Reduction Methods Applied to Ordinal Variables,
Lukáš Sobíšek and Hana Řezanková, in Acta Oeconomica Pragensia (2011)
Keywords: categorical principal component analysis, multidimensional scaling, latent class cluster models, discrete factor analysis, fuzzy cluster analysis

Development and Validation of Work Environment Services Scale (WESS),
Patrick Harold Andrew and Kareem Jacqueline, in Journal of Management and Business Administration. Central Europe (2021)
Keywords: work environment, service sector, employee motivation, scale development, organizational behavior

UN ANÁLISIS DE CLUSTERS PARA LOS PAÍSES DE AMÉRICA LATINA SEGÚN INDICADORES DE OBJETIVOS DEL MILENIO,
Andrés Eduardo Rangel Jimenez, in Revista de Economía y Administración (2012)
Keywords: Dendogramas, encadenamientos.

Spreads de bonos de deuda soberana para países emergentes: Un ejercicio de análisis factorial para el periodo 1998-2004,
Andrés E. Rangel Jiménez, from Universidad Javeriana - Cali (2011)
Keywords: Keywords: spreads: spreads, principal components, principal factor.

Determining the essence of the economic effect of clustering and development of the technique of his assessment in the interests of companies of cluster,
Anastasia I. Belogrud, in Economic Consultant (2019)
Keywords: cluster; advantages of clustering; cluster functioning efficiency; economic efficiency of clustering; technique for assessing the economic effect; cluster competitiveness factors

THE USE OF TAXONOMY METHODS FOR CLUSTERING EUROPEAN UNION COUNTRIES DUE TO THE STANDARD OF LIVING,
Marta Kuc, in Oeconomia Copernicana (2012)
Keywords: standard of living, taxonomy methods, comparative analysis, Ward’s method, k-means clustering

THE IMPLEMENTATION OF SYNTHETIC VARIABLE FOR CONSTRUCTING THE STANDARD OF LIVING MEASURE IN EUROPEAN UNION COUNTRIES,
Marta Kuc, in Oeconomia Copernicana (2012)
Keywords: standard of living, synthetic variable, taxonomy methods, comparative analysis

THE FEDERAL STATES OF GERMANY – ANALYSIS AND MEASUREMENT OF DEVELOPMENT USING TAXO-NOMIC METHODS,
Barbara Jurkowska, in Oeconomia Copernicana (2014)
Keywords: taxonomic methods; federal states of Germany; regional development

Multidimensional fragility in 2020,
Harsh Desai and Erik Forsberg, from OECD Publishing (2020)

Why Do Consumers Behave Differently in Personal Information Disclosure and Self-Disclosure? The Role of Personality Traits and Privacy Concern,
Erdem Özkan, in Alphanumeric Journal (2018)
Keywords: Consumer Behavior, Information Disclosure, Personal Information, Personality Traits, Privacy Concern, Self-Disclosure, Structural Equation Modeling

Robust Principal Component Analysis Based on Modified Minimum Covariance Determinant in the Presence of Outliers,
B. Barış Alkan, in Alphanumeric Journal (2016)
Keywords: Minimum Covariance Determinant, Outliers, Robust Principal Component Analysis

First and Second Order Confirmatory Factor Models With Service And Product Quality Perceptions of Supermarket Customers: An Empirical Investigation,
Gülhayat Gölbaşı Şimşek, in Alphanumeric Journal (2016)
Keywords: Confirmatory Factor Analysis, Interaction Quality, Perceived Product Quality, Physical Aspects, Product Policy, Reliability, Second Order Factor, Service Quality

An Investigation for the Determination of Customer Satisfaction About Furniture Designs Used In Thermal Hotel Business,
Hatice Yılmaz and Fatih Çemrek, in Alphanumeric Journal (2016)
Keywords: Customer Satisfaction, Factor Analysis, Hotel Furniture, Thermal Hotel

Determining the Risk Factors Causing Cancer with Logistic Regression Analysis,
Hatice Şamkar, Ayşe Gül Yıldırım and Özge Delibaş, in Alphanumeric Journal (2016)
Keywords: Cancer, Dietary Habits, Environment and Living Conditions, Logistic Regression Analysis

The Comparison of Satisfaction Levels of Southeastern Anatolian Provinces by Multidimensional Scaling Analysis,
Noyan Aydın and Elif Yalçın, in Alphanumeric Journal (2017)
Keywords: Multidimensional Scaling, Public Satisfaction Level, Public Services

A rough set approach for the discovery of classification rules in interval-valued information systems,
Yee Leung, Manfred Fischer, Wei-Zhi Wu and Ju-Sheng Mi, from University Library of Munich, Germany (2008)
Keywords: Classification; Interval-valued information systems; Knowledge discovery; Knowledge reduction; Rough sets

An Example of the Consistency Analysis of the Classification of Textual Materials by the Analyst and using the Naïve Bayesian Classifier,
Josip Jezovita, Mateja Plenkovic and Nika Djuho, in Interdisciplinary Description of Complex Systems - scientific journal (2023)
Keywords: content analysis, sentiment analysis, naïve Bayes classifier

Pre-analysis Plans Have Limited Upside, Especially Where Replications Are Feasible,
Lucas Coffman and Muriel Niederle, in Journal of Economic Perspectives (2015)

Asymptotic properties of correlation-based principal component analysis,
Jungjun Choi and Xiye Yang, in Journal of Econometrics (2022)
Keywords: Correlation matrix; Eigenvalue; Eigenvector; High frequency; Principal component; Standardized data;

Coalitions in the EU Council: Pitfalls of Multidimensional Analysis,
Běla Plechanovová, in Czech Economic Review (2011)
Keywords: Council of the EU, factor analysis, cluster analysis, multidimensional scaling

Mercado y autoconsumo. Vocación agropecuaria de los municipios de Guanajuato,
Kurt Unger, from CIDE, División de Economía (2010)
Keywords: agricultura, cattle activities, own consumption, competitive advantages

Clustering Poland Among Eu Countries in Terms of a Sustainable Development Level in the Light of Various Cluster Stability Measures,
Rozmus Dorota, in Folia Oeconomica Stetinensia (2020)
Keywords: clustering, taxonomy, stability, sustainable development

Characterizing correlation matrices that admit a clustered factor representation,
Chen Tong and Peter Hansen, in Economics Letters (2023)
Keywords: Block correlation matrix; Copula; Clustering; Factor models;

Promises and Perils of Pre-analysis Plans,
Benjamin Olken, in Journal of Economic Perspectives (2015)

Analyzing business cycle asymmetries in a multi-level factor model,
Jörg Breitung and Sandra Eickmeier, in Economics Letters (2015)
Keywords: Factor models; Business cycle; Asymmetries;

Structure and evolution of innovation research in the last 60 years: review and future trends in the field of business through the citations and co-citations analysis,
Dennys Eduardo Rossetto, Roberto Carlos Bernardes, Felipe Mendes Borini and Cristiane Chaves Gattaz, in Scientometrics (2018)
Keywords: Bibliometrics, Innovation, Social network analysis, Systematic literature review, Co-citation analysis, Citation analysis

Intention to use business intelligence tools in decision making processes: applying a UTAUT 2 model,
Petra Kašparová, in Central European Journal of Operations Research (2023)
Keywords: Business intelligence, Technologic innovation, UTAUT (2), Decision-making

Research groups of oncology co-authorship network in China,
Qi Yu, Hongfang Shao and Zhiguang Duan, in Scientometrics (2011)
Keywords: Oncology, Co-authorship, Network, Research group

The taxonomy of research collaboration in science and technology: evidence from mechanical research through probabilistic clustering analysis,
Seongkyoon Jeong and Jae Young Choi, in Scientometrics (2012)
Keywords: Research collaboration, Research and development strategy, Clustering, Gaussian mixture

How does the normalization of data affect the ARWU ranking?,
Milica Jovanovic, Veljko Jeremic, Gordana Savic, Milica Bulajic and Milan Martic, in Scientometrics (2012)
Keywords: Ranking of universities, The I-distance method, ARWU, Statistical methods, Classification, Normalization of data

Doctoral dissertations of Library and Information Science in China: A co-word analysis,
Qian-Jin Zong, Hong-Zhou Shen, Qin-Jian Yuan, Xiao-Wei Hu, Zhi-Ping Hou and Shun-Guo Deng, in Scientometrics (2013)
Keywords: Co-word analysis, Strategic diagram, LIS doctoral dissertations in China, Library and Information Science

Coordination of Space and Industry Development of the Clusters: The Experience of Foreign Countries,
Alla Sorokina, from Russian Presidential Academy of National Economy and Public Administration (2013)
Keywords: Territorial development, the cluster approach, objectives, industry, strategic planning

Clustering the Swiss Pension Register,
Layal Christine Lettry, from Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland (2023)
Keywords: Kamila; Clustering; R; AVS; AHV; OASI; Swiss Pension Register; FSIO; prediction strength criterion; classification; RAMD; AADR; UniFr

Currency Risk: Comovements and Intraday Cojumps,
Jérôme Lahaye, in Annals of Economics and Statistics (2016)
Keywords: Cojump, Jump, Bootstrap, Diffusion, Brownian, Semimartingale, High-Frequency, Risk, Diversification, Foreign Exchange, Correlation, Crisis, Tail

Firm Financial Performance: An Empirical Investigation on Romanian SMEs,
Ionescu Alexandra, Horga Maria-Gabriela and Nancu Dorinela, in Ovidius University Annals, Economic Sciences Series (2013)
Keywords: factor analysis, financial performance, principal components.

Копулярные модели совместного распределения курсов валют. Copula models of the joint distribution of exchange rates,
Антонов И. Н., Князев А. Г. and Лепёхин О. А., in Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки (2016)
Keywords: архимедовы копулы, валюты, копула Гамбела – Хаугарда, копула Joe BB1, копула Франка, метод Кендалла, метод Маршалла – Олкина, прогноз, HAC, HKC, Vine., Archimedean copulas, currency, forecast, Frank copula, Gumbel-Hougaard copula, HAC, HKC, Joe BB1 copula, Marshall-Olkin’s algorithm, sampling via Kendall’s Distribution, Vine.

DASHBOARD USABILITY IN FINANCIAL MODELING,
Ivan Stríček and Ivana Andrisková, in CBU International Conference Proceedings (2015)
Keywords: Dashboardfinancial, modeling, tool, excel, data,

A PROPOSAL OF A PROCESS MODEL FOR POSTAL ELECTRONIC SERVICE IMPLEMENTATION,
Bystrík Nemček and Iveta Kremeňová, in CBU International Conference Proceedings (2015)
Keywords: Modelpostal, electronic, service, modelling,

The Impact of Fiscal Deficit on Economic Growth in India: An Economic Analysis,
Dr. Sanjeev Kumar, in Journal of Commerce and Trade (2019)
Keywords: Fiscal deficit; Economic growth and India.

Copula Models of the Joint Distribution of Exchange Rates,
Antonov I. N., Knyazev A. G. and Lepekhin O. A., in World of economics and management / Vestnik NSU. Series: Social and Economics Sciences (2016)
Keywords: Archimedean copulas, currency, forecast, Frank copula, Gumbel-Hougaard copula, HAC, HKC, Joe BB1 copula, Marshall-Olkin’s algorithm, sampling via Kendall’s Distribution, Vine.

Comparison of Volatility Models of PX Index and FTSE 100 Index,
Adam Borovička, in Acta Oeconomica Pragensia (2011)
Keywords: volatility, conditional heteroskedasticity, EGARCH, GJR-GARCH, function NIC

Determinants of Net Interest Margins in Emerging Markets:A Generalized Method of Moments Approach,
Adeela Khalil and Umar Farooq, in Journal of Quantitative Methods (2019)
Keywords: net interest margin; leverage risk; implicit interest payment; non-interest bearing reserve; management efficiency; credit risk

TESTING FOR CAUSALITY IN VARIANCE FOR WORLD STOCK EXCHANGE INDEXES,
Malgorzata Madrak-Grochowska and Miroslawa Zurek, in Oeconomia Copernicana (2011)
Keywords: causality in variance, Cheung- Ng test, GARCH model

A Comparison of VaR Estimation Procedures for Leptokurtic Equity Index Returns,
Malay Bhattacharyya and Siddarth Madhav R, from University Library of Munich, Germany (2012)
Keywords: Dynamic VaR; GARCH; EVT; Johnson SU; Pearson Type IV; Mixture of Normal Distributions; Manly; John Draper; Yeo-Johnson Transformations

Modelling asymmetric conditional heteroskedasticity in financial asset returns: an extension of Nelson’s EGARCH model,
Lucius Cassim, from University Library of Munich, Germany (2018)
Keywords: GARCH, TARCH, EGARCH, Quasi Maximum Likelihood Estimation, Martingale

Modelling Risk on the Egyptian Stock Market: Evidence from a Markov-Regime Switching GARCH Process,
Omar Ibrahim, from University Library of Munich, Germany (2019)
Keywords: Risk Management, Value at Risk, GARCH, Markov Chains

Connecting Silos: On linking macroeconomics and finance, and the role of econometrics therein,
Michel van der Wel, from Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. (2020)
Keywords: Macro-Finance, Econometrics, Financial Econometrics, Fixed Income, Time Series Econometrics, Term Structure of Interest Rates, macro-economie, economische crises, econometrische modellen, financiering, obligaties, tijdreeksen

Econometric modelling of exchange rate volatility using mixed-frequency data,
Priya Chaturvedi and Kuldeep Kumar, from University Library of Munich, Germany (2022)
Keywords: exchange rate volatility; GARCH-MIDAS; macroeconomic and financial variables; asymmetry

Robust inference of risks of large portfolios,
Jianqing Fan, Fang Han, Han Liu and Byron Vickers, in Journal of Econometrics (2016)
Keywords: High dimensionality; Robust inference; Rank statistics; Quantile statistics; Risk management;

Assessing the Impact of Outbreaks on Malaysian Listed Property Companies in Mixed-Asset Portfolios,
Razali Muhammad Najib, Jalil Rohaya Abdul and Shayuti Ahmad Faisal, in Real Estate Management and Valuation (2021)
Keywords: outbreaks, Malaysia, listed property companies, mixed-assets, property portfolio

Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets,
Khamis Hamed Al-Yahyaee, Walid Mensi and Seong-Min Yoon, in Finance Research Letters (2018)
Keywords: Bitcoin; Efficient market hypothesis; Long memory; Hurst exponent; MF-DFA;

On the interplay between US sectoral CDS, stock and VIX indices: Fresh insights from wavelet approaches,
Syed Jawad Hussain Shahzad, Chaker Aloui and Rania Jammazi, in Finance Research Letters (2020)
Keywords: Credit default swaps; Stock markets; Volatility index; Wavelet squared coherence;

Stock Market Co-movement and Shock Transmission: Islamic versus Conventional Equity Indices,
Ginanjar Dewandaru, AbdelKader Alaoui, Obiyathulla Bacha and Abul Masih, from University Library of Munich, Germany (2014)
Keywords: Islamic finance, Shariah, Shock transmission, financial crisis, contagion, interdependence, market integration, wavelet analysis, wavelet coherency

Econometric Model – A Tool in Financial Management,
Riana Iren Radu, in Economics and Applied Informatics (2011)
Keywords: Financial management, Econometric model, Instrument

Dynamic network analysis of North American financial institutions,
Shaowen Liu, Massimiliano Caporin and Sandra Paterlini, in Finance Research Letters (2021)
Keywords: Financial network; Dynamic network; COVID19; Financial contagion; Financial crises;

volatilityforecastingpackage: A Financial Volatility Package in Mathematica,
Noorshanaaz Khodabaccus and Aslam A. E. F. Saib, in Computational Economics (2024)
Keywords: Volatility forecasting, Volatility models, Financial econometrics

Smoothing it Out: Empirical and Simulation Results for Disentangled Realized Covariances,
Harry Vander Elst and David Veredas, in Journal of Financial Econometrics (2017)
Keywords: realized measures, noise, jumps, synchronization

The Role of Jumps in Realized Volatility Modeling and Forecasting,
Massimiliano Caporin, in Journal of Financial Econometrics (2023)
Keywords: forecasting, jumps, liquidity, realized volatility, staleness

Martingale approach in pricing and hedging European options under regime-switching,
Grigori N. Milstein and Vladimir Spokoiny, from Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2011)
Keywords: incomplete markets, martingale measure, generalized self-financing strategy, attainability, self-financing in mean

Forecasting tail risk measures for financial time series: An extreme value approach with covariates,
Robert James, Henry Leung, Jessica Wai Yin Leung and Artem Prokhorov, in Journal of Empirical Finance (2023)
Keywords: Value-at-risk; Expected shortfall; GARCH models; Extreme value theory; Variable selection; Regularization;

Heterogeneous tail generalized common factor modeling,
Simon Hediger, Jeffrey Näf, Marc S. Paolella and Paweł Polak, in Digital Finance (2023)
Keywords: Asset pricing model, Cryptocurrencies, Expectation maximization algorithm, Mixture distribution, Portfolio optimization

Distributional properties of continuous time processes: from CIR to bates,
Ostap Okhrin, Michael Rockinger and Manuel Schmid, in AStA Advances in Statistical Analysis (2023)
Keywords: Higher moments, Distributional properties, Stochastic volatility, Jump diffusion, CIR process, Square-root process

Evaluating the performance of futures hedging using multivariate realized volatility,
Masato Ubukata and Toshiaki Watanabe, in Journal of the Japanese and International Economies (2015)
Keywords: Realized covariance matrix; Optimal hedge ratio; Conditional hedging model; High-frequency data;

The interconnections between U.S. financial CDS spreads and control variables: New evidence using partial and multivariate wavelet coherences,
Besma Hkiri, Shawkat Hammoudeh, Chaker Aloui and Muhammad Shahbaz, in International Review of Economics & Finance (2018)
Keywords: CDS spreads; Wavelet coherence; Multiple wavelet; Partial wavelet; Maximum overlap discrete wavelet transform;

Dynamic Conditional Correlation Analysis of Stock Market Contagion: Evidence from the 2007-2010 Financial Crises,
Zouheir Mighri and Faysal Mansouri, in International Journal of Economics and Financial Issues (2013)
Keywords: Dynamic correlation; DCC-GARCH; contagion; financial crisis; stock markets.

Multivariate statistical analysis for portfolio selection of italian stock market,
Alessia Naccarato and Andrea Pierini, from Department of Economics - University Roma Tre (2012)
Keywords: Markowitz Portfolio, Cointegrated Vector Autoregressive Models, BEKK Model

A generic approach to investment modelling in recursive dynamic CGE models,
Hom M Pant, from The Australian National University, Arndt-Corden Department of Economics (2015)
Keywords: recursive dynamic CGE model, static expectation, expected rates of return, investment allocation

The Economic Valuation of Variance Forecasts: An Artificial Option Market Approach,
Radovan Parrák, from Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2013)
Keywords: GARCH, Realized volatility, economic loss function, volatility forecasting

Modelling Exchange Rates Volatility with Multivariate Long-Memory ARCH Processes,
G. Teyssiere, from Universite Aix-Marseille III (1995)
Keywords: TIME SERIES ; ECONOMETRICS ; FINANCIAL ECONOMICS

Inference and Dynamic Analyses of Non-stationarity of Real Interest Rate (in Korean),
Yun-Yeong Kim, in Economic Analysis (Quarterly) (2016)
Keywords: Nominal interest rate, Real interest rate trend, Endogeneity, Stochastic bubble trend, Monetary policy

Energy Use, Gross Domestic Production, and CO2 Emissions in Pakistan,
Zeeshan Arshad, Jazba Akbar, Amina Shareef and Yasmeen Samia, in Bulletin of Energy Economics (BEE) (2016)
Keywords: CO2 emissions, Energy use, GDP, Pakistan

Forecast Intervals for Inflation in Romania,
Mihaela Bratu, in Timisoara Journal of Economics (2012)
Keywords: forecast intervals; historical forecasts errors; root mean squared error (RMSE); relative variance; uncertainty

Análise da elasticidade de transmissão de preços no mercado brasileiro de algodão [Analysis of price transmission elasticity in the Brazilian cotton market],
Marisa Zeferino Barbosa, Mário A. Margarido and Sebastião Nogueira Junior, in Nova Economia (2002)
Keywords: cotton, the one price law, cointegration, international trade, price transmission

Inference for Support Vector Regression under ℓ1 Regularization,
Yuehao Bai, Hung Ho, Guillaume A. Pouliot and Joshua Shea, in AEA Papers and Proceedings (2021)

STATISTICAL ANALYSIS OF A COMPANY'S REVENUE USING TIME SERIES,
Alexandru Eugen Stătescu, in CBU International Conference Proceedings (2018)
Keywords: Financial and economic analysisRevenue, Time series, Adjustment function, Adjusting the model parameters,

Financial Markets Modelling,
Vladimir Tsenkov, in Economic Thought journal (2009)

Economic forecasting with the help of linear production function complex variable,
Ilyos Abdullaev, in European Journal of Business and Economics (2011)
Keywords: ForecastingEconomic Crisis, Adaptive Models,

Weather Derivatives,
Jan Pígl, in Acta Oeconomica Pragensia (2007)
Keywords: weather derivatives, pricing weather derivatives, time series

A Threshold Multivariate Model to Explain Fiscal Multipliers with Government Debt,
Leonardo Tariffi, in Econometric Research in Finance (2019)
Keywords: threshold models, non-linearity, public debt, fiscal multiplier

Outlier Detection, Seasonal Adjustment and Cycle Extraction in New Member States of European Union,
Dario Buono, in International Journal of Applied Econometrics and Quantitative Studies (2004)
Keywords: Seasonal adjustment, outlier detection and Demetra

Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo Study,
Mustafa Eratalay, from European University at St. Petersburg, Department of Economics (2012)
Keywords: Multivariate Stochastic Volatility, Estimation, Constant Correlations, Time Varying Correlations, Leverage

The Real Part of a Complex ARMA Process,
Ralph Bailey, from Department of Economics, University of Birmingham (2005)
Keywords: Complex ARMA processes; cycles; reciprocal polynomials; palindromic polynomials

Some identification problems in the cointegrated vector autoregressive model,
Soren Johansen, from Department of Economics and Business Economics, Aarhus University (2007)
Keywords: Identfication, cointegration, common trends

Exact rational expectations, cointegration, and reduced rank regression,
Soren Johansen and Anders Rygh Swensen, from Department of Economics and Business Economics, Aarhus University (2007)
Keywords: Exact rational expectations, Cointegrated VAR model, Reduced rank regression

An analysis of the indicator saturation estimator as a robust regression estimator,
Soren Johansen and Bent Nielsen, from Department of Economics and Business Economics, Aarhus University (2008)
Keywords: Empirical processes, Huber's skip, indicator saturation, M-estimator, outlier robustness, vector autoregressive process