The Falstaff estimator

DOI10.1016/S0165-1765(98)00122-0zbMath0911.90074OpenAlexW2089644137WikidataQ126408252 ScholiaQ126408252MaRDI QIDQ1274777

José A. F. Machado, Roger W. Koenker

Publication date: 12 January 1999

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(98)00122-0

zbMATH Keywords

robustnessheteroscedasticityGMMmoment expansion

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Related Items (1)

GMM inference when the number of moment conditions in large

Cites Work

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• GMM inference when the number of moment conditions in large
• Approximate Normality of Generalized Least Squares Estimates
• More Efficient Estimation in the Presence of Heteroscedasticity of Unknown Form
• The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators

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