Resistant Estimation for Simultaneous-Equations Models Using Weighted Instrumental Variables

DOI10.2307/1913223MaRDI QIDQ3706388zbMATH OpenOpenAlexFDO

Authors William S. Krasker, Roy E. Welsch

Publication date 1985

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1913223

zbMATH Keywords

aberrant databounded-influence estimatorestimation of a single structural equationexampleheavy-tailed errorsinfluential observationsoutliersresistant estimationsimultaneous equations modelweighted-instrumental- variables estimator

Mathematics Subject Classification ID

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

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