New M-estimator objective function in simultaneous equations model. A comparative study (Q5402049)
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scientific article; zbMATH DE number 6268591
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| English | New M-estimator objective function in simultaneous equations model. A comparative study |
scientific article; zbMATH DE number 6268591 |
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New M-estimator objective function in simultaneous equations model (A comparative study) (English)
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12 March 2014
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two-stage M-estimation
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simultaneous equations model
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two stage least squares
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robust estimation
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heavy tail distribution
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0.7580164074897766
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0.7468963861465454
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0.7367862462997437
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