Robust estimation in simultaneous equations models

Ricardo A. Maronna, Vı́ctor J. Yohai

Type: Article

Publication Date: 1997-02-01

Citations: 19

DOI: https://doi.org/10.1016/s0378-3758(96)00046-8

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Journal of Statistical Planning and Inference - View
e-Archivo (Universidad Carlos III de Madrid) - View - PDF

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Works Cited by This (20)

Action	Title	Year	Authors
+	Bias- and efficiency-robustness of general M-estimators for regression with random carriers	1979	Ricardo A. Maronna Oscar H. Bustos Vı́ctor J. Yohai
+ PDF Chat	<i>M</i>Estimation of Multivariate Regressions	1990	Roger Koenker Stephen Portnoy
+ PDF Chat	Robust $M$-Estimators of Multivariate Location and Scatter	1976	Ricardo A. Maronna
+	Analytical Small-Sample Distribution Theory in Econometrics: The Simultaneous-Equations Case	1982	Roberto S. Mariano
+	Multivariate τ-estimators for location and scatter	1991	Hendrik P. Lopuhaä
+	The Structure of Simultaneous Equation Estimators: A Generalization Towards Nonnormal Disturbances	1984	Ingmar R. Prucha Harry H. Kelejian
+	On the optimality of S-estimators	1992	Ola Hössjer
+	The Behavior of the Stahel-Donoho Robust Multivariate Estimator	1995	Ricardo A. Maronna Vı́ctor J. Yohai
+	Resistant Estimation for Simultaneous-Equations Models Using Weighted Instrumental Variables	1985	William S. Krasker Roy E. Welsch
+	Two Stage Least Absolute Deviations Estimators	1982	Takeshi Amemiya