New M-estimator objective function in simultaneous equations model. A comparative study

DOI10.12988/IMF.2013.3488MaRDI QIDQ5402049zbMATH OpenOpenAlexFDO

Authors Ahmed H. Youssef, Ahmed A. El-Sheikh, Eman Taha Hassan Mohammed

Publication date 12 March 2014

Published in International Mathematical Forum (Search for Journal in Brave)

Full work available at URL https://doi.org/10.12988/imf.2013.3488

zbMATH Keywords

robust estimationtwo stage least squaressimultaneous equations modelheavy tail distributiontwo-stage M-estimation

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35)

Recommendations

• A simplified approach to M-estimation with application to two-stage estimators
• scientific article; zbMATH DE number 1556160
• Robust estimators for simultaneous equations models
• Estimating simultaneous equations models by a simulation technique
• The Structure of Simultaneous Equation Estimators: A Generalization Towards Nonnormal Disturbances

This page was built for publication: New M-estimator objective function in simultaneous equations model. A comparative study

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5402049)