Taming the Complexity of Distributed Lag Models: A Practical Approach to Multicollinearity, Outliers, and Auto-Correlation in Finance
Author:
Publisher
Springer Nature Singapore
Link
https://link.springer.com/content/pdf/10.1007/978-981-97-0975-5_21
Reference8 articles.
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3. Almetwally E, Almongy H (2018) comparison between M-estimation, S-estimation, and MM estimation methods of robust estimation with application and simulation. Int J Math Arch 9:55–63
4. Susanti Y, Pratiwi H, Sulistijowati S, Liana T (2014) M estimation, S estimation, and MM estimation in robust regression. Int J Pure Appl Math 91
5. Huber PJ (1964) Robust estimation of a location parameter. Ann Math Stat 35:73–101
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