Robust estimators for simultaneous equations models

DOI10.1016/S0304-4076(96)00014-0zbMath0900.62652OpenAlexW2090486444MaRDI QIDQ1362500

O. Diekmann

Publication date: 12 August 1997

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(96)00014-0

zbMATH Keywords

robustnessM-estimatorsinfluence functionfull information maximum likelihoodstructural formreduced formnonlinear simultaneous equations

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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