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Dominance of doublek-class estimators in simultaneous equations

✍ Scribed by V. K. Srivastava; B. S. Agnihotri; T. D. Dwivedi


Publisher
Springer Japan
Year
1980
Tongue
English
Weight
213 KB
Volume
32
Category
Article
ISSN
0020-3157

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Robust estimation in simultaneous equati
✍ Ricardo A. Maronna; VΓ­ctor J. Yohai πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 516 KB

In this paper we review existing work on robust estimation for simultaneous equations models. Then we sketch three strategies for obtaining estimators with a high breakdown point and a controllable efficiency: (a) robustifying three-stage least squares, (b) robustifying the full information maximum