메뉴 건너뛰기




Volumn 78, Issue 2, 1997, Pages 295-314

Robust estimators for simultaneous equations models

Author keywords

Full information maximum likelihood; Influence function; M estimators; Nonlinear simultaneous equations; Reduced form; Robustness; Structural form

Indexed keywords


EID: 0011091801     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0304-4076(96)00014-0     Document Type: Article
Times cited : (21)

References (23)
  • 1
    • 0000605573 scopus 로고
    • The maximum likelihood and the nonlinear simultaneous equation model
    • Amemiya, T., 1977, The maximum likelihood and the nonlinear simultaneous equation model, Econometrica 45, 955-968.
    • (1977) Econometrica , vol.45 , pp. 955-968
    • Amemiya, T.1
  • 2
    • 0001161955 scopus 로고
    • Two stage least absolute deviations estimators
    • Amemiya, T., 1982, Two stage least absolute deviations estimators, Econometrica 50, 689-711.
    • (1982) Econometrica , vol.50 , pp. 689-711
    • Amemiya, T.1
  • 3
    • 0004183163 scopus 로고
    • McGraw-Hill, New York
    • Chow, G.C., 1983, Econometrics (McGraw-Hill, New York).
    • (1983) Econometrics
    • Chow, G.C.1
  • 4
    • 38249036143 scopus 로고
    • A simplified approach to M-estimation with application to two-stage estimators
    • Duncan, G.M., 1987, A simplified approach to M-estimation with application to two-stage estimators, Journal of Econometrics 34, 373-389.
    • (1987) Journal of Econometrics , vol.34 , pp. 373-389
    • Duncan, G.M.1
  • 11
    • 0000091032 scopus 로고
    • Robust methods in econometrics
    • Koenker, R.W., 1982, Robust methods in econometrics, Econometric Review 1, 213-255.
    • (1982) Econometric Review , vol.1 , pp. 213-255
    • Koenker, R.W.1
  • 15
    • 0010869450 scopus 로고
    • Two-stage bounded-influence estimators for simultaneous-equations models
    • Krasker, W.S., 1986, Two-stage bounded-influence estimators for simultaneous-equations models, Journal of Business and Economic Statistics 4, 437-444.
    • (1986) Journal of Business and Economic Statistics , vol.4 , pp. 437-444
    • Krasker, W.S.1
  • 17
    • 0010803717 scopus 로고
    • Resistant estimation for simultaneous-equations models using weighted instrumental variables
    • Krasker, W.S. and R.E. Welsch, 1985, Resistant estimation for simultaneous-equations models using weighted instrumental variables, Econometrica 53, 1475-1488.
    • (1985) Econometrica , vol.53 , pp. 1475-1488
    • Krasker, W.S.1    Welsch, R.E.2
  • 19
  • 21
    • 0009151980 scopus 로고
    • On the bounded-influence regression estimator of Krasker and Welsch
    • Ruppert, D., 1985, On the bounded-influence regression estimator of Krasker and Welsch, Journal of the American Statistical Association 80, 205-208.
    • (1985) Journal of the American Statistical Association , vol.80 , pp. 205-208
    • Ruppert, D.1
  • 23
    • 70350097928 scopus 로고
    • Statistical theory and econometrics
    • Z. Griliches and M.D. Intriligator, eds., Ch. 2 (North-Holland, Amsterdam)
    • Zellner, A., 1983, Statistical Theory and Econometrics, in: Z. Griliches and M.D. Intriligator, eds., Handbook of econometrics, Vol. 1, Ch. 2 (North-Holland, Amsterdam).
    • (1983) Handbook of Econometrics , vol.1
    • Zellner, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.