S-estimation of nonlinear regression models with dependent and heterogeneous observations

Journal of Econometrics

Volumn 103, Issue 1-2, 2001, Pages 5-72

  Sakata, Shinichi ^a   White, Halbert ^b  

^a UNIVERSITY OF MICHIGAN   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Asymptotic properties; High breakdown point estimation; Near epoch dependent process; Nonlinear regression

Indexed keywords

EID: 0347137926     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(01)00039-2     Document Type: Article

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