Linear programming-based estimators in simple linear regression
From MaRDI portal
Publication:738057
DOI10.1016/j.jeconom.2011.05.011zbMath1441.62845MaRDI QIDQ738057
Marcelo C. Medeiros, Daniel Preve
Publication date: 12 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/176050
endogeneity; linear regression; quasi-maximum likelihood estimator; exact distribution; linear programming estimator
62F12: Asymptotic properties of parametric estimators
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J05: Linear regression; mixed models
90C90: Applications of mathematical programming
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Measure of location-based estimators in simple linear regression, Editorial. Moment restriction-based econometric methods: an overview, Linear programming-based estimators in simple linear regression
Cites Work
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