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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    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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