Robust efficient method of moments (Q265015): Difference between revisions

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+6561902
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+efficient method of moments
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+indirect inference
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+influence function
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+robust estimation
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+robust statistics
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+https://doi.org/10.1016/j.jeconom.2004.08.008
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+W3121227274
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@@ Property / cites work @@
+Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study
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@@ Property / cites work @@
+Estimating stochastic differential equations efficiently by minimum chi-squared
+Normal rank
@@ Property / cites work @@
+Semi-Nonparametric Maximum Likelihood Estimation
@@ Property / cites work: Semi-Nonparametric Maximum Likelihood Estimation / rank @@
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@@ Property / cites work @@
+The relative efficiency of method of moments estimators
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@@ Property / cites work @@
+Robust Indirect Inference
@@ Property / cites work: Robust Indirect Inference / rank @@
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@@ Property / cites work @@
+The Influence Curve and Its Role in Robust Estimation
+Normal rank
@@ Property / cites work @@
+Q3723487
@@ Property / cites work: Q3723487 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Estimation of a Location Parameter
@@ Property / cites work: Robust Estimation of a Location Parameter / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Statistics
@@ Property / cites work: Robust Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Robust methods in econometrics
@@ Property / cites work: Robust methods in econometrics / rank @@
+Normal rank
@@ Property / cites work @@
+Regression Quantiles
@@ Property / cites work: Regression Quantiles / rank @@
+Normal rank
@@ Property / cites work @@
+Robust estimators for simultaneous equations models
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+Infinitesimal robustness for autoregressive processes
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+Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models
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+Q4214045
@@ Property / cites work: Q4214045 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust inference with GMM estimators
@@ Property / cites work: Robust inference with GMM estimators / rank @@
+Normal rank
@@ Property / cites work @@
+High Breakdown Point Conditional Dispersion Estimation with Application to S &amp; P 500 Daily Returns Volatility
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@@ Property / cites work @@
+Q4869532
@@ Property / cites work: Q4869532 / rank @@
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+Publication:265015