Robust estimators for simultaneous equations models
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Publication:1362500
DOI10.1016/S0304-4076(96)00014-0zbMATH Open0900.62652OpenAlexW2090486444MaRDI QIDQ1362500FDOQ1362500
Publication date: 12 August 1997
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(96)00014-0
Recommendations
robustnessinfluence functionM-estimatorsfull information maximum likelihoodstructural formreduced formnonlinear simultaneous equations
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Cited In (26)
- Generalized method of trimmed moments
- Robust estimation of the structural errors-in-variables model
- Robust estimation in simultaneous equations models
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- Robust efficient method of moments
- Robust GMM tests for structural breaks
- Robust inference with GMM estimators
- Robust m-estimators
- Semiparametrically weighted robust estimation of regression models
- Dynamic Vector Mode Regression
- Robust artificial neural networks for pricing of European options
- Instrumental variable estimation based on conditional median restriction
- Two-stage Huber estimation
- Estimation of SEM with GARCH errors
- Title not available (Why is that?)
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- Estimating the model with fixed and random effects by a robust method
- semml
- On multivariate quantile regression
- Doubly robust difference-in-differences estimators
- Multiple robust estimation of marginal structural mean models for unconstrained outcomes
- Regression systems for unbalanced panel data: a stepwise maximum likelihood procedure
- Resistant Estimation for Simultaneous-Equations Models Using Weighted Instrumental Variables
- The Structure of Simultaneous Equation Estimators: A Generalization Towards Nonnormal Disturbances
- Robust estimation of the SUR model
- Semiparametric robust estimation of truncated and censored regression models
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