High-breakdown point estimation of some regression models

ISSN： 1466-4291

Source： Applied Economics Letters, Vol.10, Iss.14, 2003-11, pp. : 875-878

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Linear Regression Estimation of Discrete Choice Models with Nonparametric Distributions of Random Coefficients

By Bajari Patrick Fox Jeremy T. Ryan Stephen P.

The American Economic Review, Vol. 97, Iss. 2, 2007-05 ,pp. : 459-463

American Economic Association

Access to resources Recommend Favorite

Identification and estimation of partially linear censored regression models with unknown heteroscedasticity

THE ECONOMETRICS JOURNAL, Vol. 18, Iss. 2, 2015-06 ,pp. : 242-273

John Wiley & Sons Inc

Access to resources Recommend Favorite

Engineering robust instruments for GMM estimation of panel data regression models with errors in variables: a note

Applied Economics, Vol. 47, Iss. 10, 2015-02 ,pp. : 981-989

Routledge Ltd

Access to resources Recommend Favorite

ASYMMETRIC VOLATILITY OF EXCHANGE RATE RETURNS UNDER THE EMS: SOME EVIDENCE FROM QUANTILE REGRESSION APPOACH FOR TGARCH MODELS

By PARK BEUM-JO

International Economic Journal, Vol. 16, Iss. 1, 2002-0 ,pp. : 105-125

Routledge Ltd

Access to resources Recommend Favorite

Estimation of Nonparametric Models With Simultaneity

ECONOMETRICA, Vol. 83, Iss. 1, 2015-01 ,pp. : 1-66

John Wiley & Sons Inc

Access to resources Recommend Favorite