Robust estimation in simultaneous equations models

DOI10.1016/S0378-3758(96)00046-8MaRDI QIDQ1361644zbMATH OpenFDO

Authors Ricardo Antonio Maronna, Victor J. Yohai

Publication date 15 December 1997

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10016/3956

zbMATH Keywords

high breakdown pointrobust multivariate estimationrobust regression

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Estimation in multivariate analysis (62H12) Applications of statistics to economics (62P20)

Recommendations

• Robust estimators for simultaneous equations models
• Robust estimation through estimating equations
• scientific article; zbMATH DE number 1944344
• Robust estimation in the simple errors-in-variables model
• scientific article; zbMATH DE number 3954121
• scientific article; zbMATH DE number 1748553
• Robust estimation in the errors-in-variables model
• Robust estimation of the structural errors-in-variables model
• scientific article; zbMATH DE number 58357

Cites work

• Analytical Small-Sample Distribution Theory in Econometrics: The Simultaneous-Equations Case
• Bias-robust estimators of multivariate scatter based on projections
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• scientific article; zbMATH DE number 3647966 (Why is no real title available?)
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• M Estimation of Multivariate Regressions
• Multivariate τ-Estimators for Location and Scatter
• On the optimality of S-estimators
• Resistant Estimation for Simultaneous-Equations Models Using Weighted Instrumental Variables
• Robust m-estimators of multivariate location and scatter
• The Behavior of the Stahel-Donoho Robust Multivariate Estimator
• The Breakdown Point of Simultaneous General M Estimates of Regression and Scale
• The Structure of Simultaneous Equation Estimators: A Generalization Towards Nonnormal Disturbances
• Two Stage Least Absolute Deviations Estimators

Cited in

(16)

• Doubly robust difference-in-differences estimators
• Robust estimation of the structural errors-in-variables model
• Robust estimators for simultaneous equations models
• Functional stability of one-step GM-estimators in approximately linear regression
• On multivariate quantile regression
• The multivariate least-trimmed squares estimator
• A natural robustification of the ordinary instrumental variables estimator
• scientific article; zbMATH DE number 3901816 (Why is no real title available?)
• Resistant Estimation for Simultaneous-Equations Models Using Weighted Instrumental Variables
• Stability Comparison of Estimators
• scientific article; zbMATH DE number 1944344 (Why is no real title available?)
• Robust estimation of the SUR model
• Robust estimation procedure in panel data model
• Dynamic Vector Mode Regression
• Two-stage Huber estimation
• Estimating the model with fixed and random effects by a robust method

This page was built for publication: Robust estimation in simultaneous equations models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1361644)