On the robustness of two alternatives to least squares: A Monte Carlo study

DOI10.1016/S0165-1765(97)00120-1zbMath0896.90046MaRDI QIDQ1389543

Robert F. Phillips

Publication date: 30 June 1998

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

zbMATH Keywords

ARCHregressionpartially adaptive

Mathematics Subject Classification ID

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

Related Items (3)

Monte carlo comparison of estimation methods for additive two-way tables ⋮ Partially adaptive estimation of nonlinear models via a normal mixture ⋮ Partially adaptive estimation of autoregressive processes via a normal mixture

Cites Work

• Unnamed Item
• Monte Carlo evidence on adaptive maximum likelihood estimation of a regression
• Adaptive estimation of regression models via moment restrictions
• Partially adaptive estimation via a normal mixture
• Partially adaptive estimation of autoregressive processes via a normal mixture
• A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations
• Adaptive Robust Procedures: A Partial Review and Some Suggestions for Future Applications and Theory
• Two Robust Alternatives to Least-Squares Regression

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