Robust Sets of Regression Estimates

DOI10.2307/1911992zbMath0513.62042OpenAlexW1988582688MaRDI QIDQ3658925

C. Zachary Gilstein, Edward E. Leamer

Publication date: 1983

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1911992

zbMATH Keywords

least squaresfolded maximum likelihood estimatesrobust sets of regression estimates

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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