The Small Sample Properties of Simultaneous Equation Least Absolute Estimators vis-a-vis Least Squares Estimators
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Publication:5605545
DOI10.2307/1912204zbMATH Open0205.46203OpenAlexW2025827723MaRDI QIDQ5605545FDOQ5605545
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
Cited In (8)
- A new descent algorithm for the least absolute value regression problem
- A classified bibliography of Monte Carlo studies in econometrics
- On L1 and Chebyshev estimation
- Instrumental variable estimation based on conditional median restriction
- Simple but powerful goal programming models for discriminant problems
- Goal programming and multiple objective optimizations. Part I
- On robust estimation in certainty equivalence control
- On the estimation of the variance of the median used in L1linear inference procedures
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