Robust estimation in simultaneous equations models
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Publication:1361644
DOI10.1016/S0378-3758(96)00046-8zbMATH Open0900.62173MaRDI QIDQ1361644FDOQ1361644
Authors: Ricardo Antonio Maronna, Victor J. Yohai 
Publication date: 15 December 1997
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
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Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)
Cites Work
- Robust m-estimators of multivariate location and scatter
- Bias-robust estimators of multivariate scatter based on projections
- Title not available (Why is that?)
- The Behavior of the Stahel-Donoho Robust Multivariate Estimator
- Analytical Small-Sample Distribution Theory in Econometrics: The Simultaneous-Equations Case
- On the optimality of S-estimators
- Resistant Estimation for Simultaneous-Equations Models Using Weighted Instrumental Variables
- High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
- Two Stage Least Absolute Deviations Estimators
- The Structure of Simultaneous Equation Estimators: A Generalization Towards Nonnormal Disturbances
- Title not available (Why is that?)
- M Estimation of Multivariate Regressions
- Multivariate τ-Estimators for Location and Scatter
- The Breakdown Point of Simultaneous General M Estimates of Regression and Scale
Cited In (15)
- Robust estimation of the structural errors-in-variables model
- A natural robustification of the ordinary instrumental variables estimator
- Dynamic Vector Mode Regression
- The multivariate least-trimmed squares estimator
- Two-stage Huber estimation
- Robust estimation procedure in panel data model
- Title not available (Why is that?)
- Estimating the model with fixed and random effects by a robust method
- On multivariate quantile regression
- Title not available (Why is that?)
- Doubly robust difference-in-differences estimators
- Stability Comparison of Estimators
- Functional stability of one-step GM-estimators in approximately linear regression
- Resistant Estimation for Simultaneous-Equations Models Using Weighted Instrumental Variables
- Robust estimation of the SUR model
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