Monetary policy and interest rates. An adaptive estimator approach

DOI10.1016/0165-1889(93)90047-VzbMath0775.90085MaRDI QIDQ2366874

Marilena Furno

Publication date: 23 August 1993

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cites Work

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• U.S. money demand instability. A flexible least squares approach
• Adapting for heteroscedasticity in linear models
• Robust estimation in heteroscedastic linear models
• Minimax Aspects of Bounded-Influence Regression
• Resistant Estimation for Simultaneous-Equations Models Using Weighted Instrumental Variables
• Adaptive estimation of non–linear regression models
• Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
• Robust Statistics

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