Robust nonstationary regression

Phillips, Peter C. B. . Econometric Theory 1995. 11 :912-951

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Bibtex

@article{CIS-125564,
  Author = {Phillips, Peter C. B.},
  Title = {Robust nonstationary regression},
  Journal = {Econometric Theory},
  Volume = {11},
  Year = {1995},
  Pages = {912--951},
  Keywords = {Time series, $M$-estimator, Least absolute deviation}
}

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