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Robust model selection and M-estimation
José A. F. Machado
NOVA School of Business and Economics (NOVA SBE)
Research output
:
Contribution to journal
›
Article
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peer-review
92
Citations (Scopus)
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Business & Economics
Model Selection
100%
Information Criterion
81%
Robustness
81%
M-estimator
67%
Objective Function
61%
Monte Carlo Study
26%
Finite Sample
23%
Performance
8%
Social Sciences
performance
10%