Linear programming-based estimators in simple linear regression

DOI10.1016/j.jeconom.2011.05.011zbMath1441.62845MaRDI QIDQ738057

Marcelo C. Medeiros, Daniel Preve

Publication date: 12 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/176050

zbMATH Keywords

endogeneity; linear regression; quasi-maximum likelihood estimator; exact distribution; linear programming estimator

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62J05: Linear regression; mixed models

90C90: Applications of mathematical programming

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Cites Work

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