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Resistant Estimation for Simultaneous-Equations Models Using Weighted Instrumental Variables - MaRDI portal

Resistant Estimation for Simultaneous-Equations Models Using Weighted Instrumental Variables (Q3706388)

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Resistant Estimation for Simultaneous-Equations Models Using Weighted Instrumental Variables
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    Resistant Estimation for Simultaneous-Equations Models Using Weighted Instrumental Variables (English)
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    1985
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    resistant estimation
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    bounded-influence estimator
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    estimation of a single structural equation
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    simultaneous equations model
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    weighted-instrumental- variables estimator
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    heavy-tailed errors
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    aberrant data
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    example
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    influential observations
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    outliers
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