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Estimating simultaneous equations models by a simulation technique

✍ Scribed by Heejoon Kang


Book ID
105149515
Publisher
Springer US
Year
1995
Tongue
English
Weight
646 KB
Volume
8
Category
Article
ISSN
1572-9974

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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