The Small Sample Properties of Simultaneous Equation Least Absolute Estimators vis-a-vis Least Squares Estimators

DOI10.2307/1912204MaRDI QIDQ5605545zbMATH OpenOpenAlexFDO

Authors F. R. Glahe, J. G. Hunt

Publication date 1970

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1912204

Mathematics Subject Classification ID

Point estimation (62F10) Applications of statistics to economics (62P20)

Cited in

(8)

• Simple but powerful goal programming models for discriminant problems
• Instrumental variable estimation based on conditional median restriction
• On the estimation of the variance of the median used in L₁linear inference procedures
• On L1 and Chebyshev estimation
• On robust estimation in certainty equivalence control
• A new descent algorithm for the least absolute value regression problem
• Goal programming and multiple objective optimizations. Part I
• A classified bibliography of Monte Carlo studies in econometrics

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