On the Robust Estimation of Econometric Models

@inproceedings{Qg1997OnTR,
  title={On the Robust Estimation of Econometric Models},
  author={Qg and David Belsky and Gregory Cw and David C. Hoaglin and Paul Hollandzud and Edwin Kuh Ior Helpful Canments and David Jones and Rod Gretlin},
  year={1997}
}
  • Qg, David Belsky, +5 authors Rod Gretlin
  • Published 1997
Most of the work that has been done on robust estimation techniques has been concerned with the estimation of a small number of parameters.’ This paper considers the use of such techniques for the estimation of econometric models. The computational aspects of obtaining robust estimates of a general nonlinear econometric model are described, and then some results of estimating a particular model are presented. The particular model, described in Fair [4], is nonlinear in both variables and… CONTINUE READING
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