Linear programming-based estimators in simple linear regression

DOI10.1016/J.JECONOM.2011.05.011zbMath1441.62845OpenAlexW2011883319MaRDI QIDQ738057

Marcelo C. Medeiros, Daniel Preve

Publication date: 12 August 2016

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

Full work available at URL: http://hdl.handle.net/10419/176050

zbMATH Keywords

endogeneitylinear regressionquasi-maximum likelihood estimatorexact distributionlinear programming estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Applications of mathematical programming (90C90)

Related Items (3)

Editorial. Moment restriction-based econometric methods: an overview ⋮ Linear programming-based estimators in simple linear regression ⋮ Measure of location-based estimators in simple linear regression

Cites Work

• Estimation for first-order autoregressive processes with positive or bounded innovations
• Linear programming-based estimators in simple linear regression
• Limit distributions for linear programming time series estimators
• Parameter estimation for moving averages with positive innovations
• Bootstrap Inference for a First-Order Autoregression with Positive Innovations
• Nonlinear Autoregression with Positive Innovations
• Likelihood analysis of a first‐order autoregressive model with exponential innovations
• On the Distribution of the Quotient of Two Chance Variables

This page was built for publication: Linear programming-based estimators in simple linear regression