Robust methods in econometrics

DOI10.1080/07311768208800017MaRDI QIDQ3657290zbMATH OpenOpenAlexFDO

Authors Roger Koenker

Publication date 1982

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07311768208800017

zbMATH Keywords

bounded-influence estimationinfluence curveslinear modellocation modelregression quantilesrobust procedures

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Applications of statistics to economics (62P20)

Cited in

(8)

• Robust estimators for simultaneous equations models
• Robust vs. OLS estimation of the market model: implications for event studies
• A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations
• Partially adaptive robust estimation of regression models and applications
• Robust efficient method of moments
• Robust efficient method of moments estimation
• Robust inference with GMM estimators
• Robust artificial neural networks for pricing of European options

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