Robust estimators for simultaneous equations models
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Cites work
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- A simplified approach to M-estimation with application to two-stage estimators
- Efficient Bounded-Influence Regression Estimation
- M Estimation of Multivariate Regressions
- Regression Quantiles
- Resistant Estimation for Simultaneous-Equations Models Using Weighted Instrumental Variables
- Robust Bounded-Influence Tests in General Parametric Models
- Robust Statistics
- Robust methods in econometrics
- The Influence Curve and Its Role in Robust Estimation
- The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model
- Two Stage Least Absolute Deviations Estimators
Cited in
(28)- Robust estimation in simultaneous equations models
- Estimation of SEM with GARCH errors
- Robust estimation in stochastic frontier models
- Two-stage Huber estimation
- Robust m-estimators
- Instrumental variable estimation based on conditional median restriction
- Robust inference with GMM estimators
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- New M-estimator objective function in simultaneous equations model. A comparative study
- Resistant Estimation for Simultaneous-Equations Models Using Weighted Instrumental Variables
- Semiparametrically weighted robust estimation of regression models
- Robust artificial neural networks for pricing of European options
- Generalized method of trimmed moments
- semml
- Robust efficient method of moments estimation
- On multivariate quantile regression
- Dynamic Vector Mode Regression
- The Structure of Simultaneous Equation Estimators: A Generalization Towards Nonnormal Disturbances
- Robust estimation of the SUR model
- Regression systems for unbalanced panel data: a stepwise maximum likelihood procedure
- Semiparametric robust estimation of truncated and censored regression models
- Doubly robust difference-in-differences estimators
- Multiple robust estimation of marginal structural mean models for unconstrained outcomes
- Robust efficient method of moments
- Robust GMM tests for structural breaks
- Robust estimation of the structural errors-in-variables model
- Estimating the model with fixed and random effects by a robust method
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