Linear programming-based estimators in simple linear regression

DOI10.1016/J.JECONOM.2011.05.011MaRDI QIDQ738057zbMATH OpenOpenAlexFDO

Authors Daniel Preve, Marcelo C. Medeiros

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

zbMATH Keywords

endogeneitylinear regressionquasi-maximum likelihood estimatorexact distributionlinear programming estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Applications of mathematical programming (90C90)

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Cites work

• Bootstrap Inference for a First-Order Autoregression with Positive Innovations
• Estimation for first-order autoregressive processes with positive or bounded innovations
• Likelihood analysis of a first‐order autoregressive model with exponential innovations
• Limit distributions for linear programming time series estimators
• Linear programming-based estimators in simple linear regression
• Nonlinear Autoregression with Positive Innovations
• On the Distribution of the Quotient of Two Chance Variables
• Parameter estimation for moving averages with positive innovations

Cited in

(10)

• Estimating ordered parameters by linear programming
• A simplified procedure of linear regression in a preliminary analysis
• scientific article; zbMATH DE number 862306 (Why is no real title available?)
• scientific article; zbMATH DE number 1843594 (Why is no real title available?)
• Limiting distributions of linear programming estimators
• Stability of linear programming solutions using regression coefficients
• Editorial. Moment restriction-based econometric methods: an overview
• Linear programming-based estimators in simple linear regression
• scientific article; zbMATH DE number 2221031 (Why is no real title available?)
• Measure of location-based estimators in simple linear regression

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