Vanessa Berenguer Rico

  • Heteroscedasticity testing after outlier removal

  • Heteroscedasticity testing after outlier removal

  • CUMULATED SUM OF SQUARES STATISTICS FOR NONLINEAR AND NONSTATIONARY REGRESSIONS

  • The analysis of marked and weighted empirical processes of estimated residuals

  • Cumulated sum of squares statistics for non-linear and non-stationary regressions

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  • Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood

  • Department of Economics Discussion Paper Series

    Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals

  • Department of Economics Discussion Paper Series

    The analysis of marked and weighted empirical processes of estimated residuals

  • Department of Economics Discussion Paper Series

    White heteroscedasticty testing after outlier removal

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