Robust methods in econometrics

DOI10.1080/07311768208800017zbMath0512.62111OpenAlexW1975822490MaRDI QIDQ3657290

Roger W. Koenker

Publication date: 1982

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07311768208800017

zbMATH Keywords

regression quantileslinear modellocation modelinfluence curvesrobust proceduresbounded-influence estimation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Robustness and adaptive procedures (parametric inference) (62F35)

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Robust efficient method of moments ⋮ Robust artificial neural networks for pricing of European options ⋮ Robust estimators for simultaneous equations models ⋮ Unnamed Item ⋮ Robust inference with GMM estimators ⋮ A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations ⋮ Robust vs. OLS estimation of the market model: implications for event studies ⋮ Partially adaptive robust estimation of regression models and applications

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