On the use of robust regression in econometrics
Year of publication: |
2012
|
---|---|
Authors: | Baldauf, Markus ; Santos Silva, J.M.C. |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 114.2012, 1, p. 124-127
|
Publisher: |
Elsevier |
Subject: | Heteroskedasticity | Iteratively reweighted least squares | M-estimator | Mode regression | rreg | Skewness |
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