Robust efficient method of moments

Journal of Econometrics

Volumn 128, Issue 1, 2005, Pages 69-97

  Ortelli, Claudio ^a,b   Trojani, Fabio ^a,c  

^a UNIVERSITY OF LUGANO   (Switzerland)

^b Ayrton Assets Advisory   (Switzerland)

^c UNIVERSITY OF ST GALLEN   (Switzerland)

Author keywords

Efficient method of moments; Indirect inference; Influence function; Robust estimation; Robust statistics

Indexed keywords

ALGORITHMS; ASYMPTOTIC STABILITY; MATHEMATICAL MODELS; MONTE CARLO METHODS; NONLINEAR SYSTEMS; ROBUSTNESS (CONTROL SYSTEMS); STATISTICAL METHODS; TIME SERIES ANALYSIS;

EFFICIENT METHODS OF MOMENT; INDIRECT INFERENCE; INFLUENCE FUNCTION (IF); MARKOVIAN PROCESS ALGEBRA (MPA); ROBUST ESTIMATION; ROBUST STATISTICS;

METHOD OF MOMENTS;

EID: 21744438654     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2004.08.008     Document Type: Article

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