Publication:2904118

zbMath1244.91072MaRDI QIDQ2904118

Jan Kalina

Publication date: 6 August 2012

Full work available at URL: https://eudml.org/doc/196316

zbMATH Keywords

robust regression; instrumental variables; autocorrelated errors; least weighted squares; heteroscedastic regression

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62G35: Nonparametric robustness

91B82: Statistical methods; economic indices and measures

62J20: Diagnostics, and linear inference and regression

Related Items

Three contributions to robust regression diagnostics

Uses Software

• AS 153

Cites Work

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• Large Sample Properties of Generalized Method of Moments Estimators
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• A Natural Robustification of the Ordinary Instrumental Variables Estimator
• More Efficient Estimation in the Presence of Heteroscedasticity of Unknown Form
• Algorithm AS 153: Pan's Procedure for the Tail Probabilities of the Durbin-Watson Statistic
• IV.—On Least Squares and Linear Combination of Observations
• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
• \(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations