Robust Two-Stage Least Squares: some Monte Carlo experiments
Year of publication: |
2008-07-26
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Authors: | Mishra, SK |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Two-Stage Least Squares | multi-equation econometric model | simultaneous equations | outliers | robust | weighted least squares | Monte Carlo experiments | unbiasedness | efficiency | breakdown point | perturbation | structural parameters | reduced form |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | C13 - Estimation ; C63 - Computational Techniques ; C14 - Semiparametric and Nonparametric Methods ; C87 - Econometric Software ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General |
Source: |
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ROBUST TWO�STAGE LEAST SQUARES: SOME MONTE CARLO EXPERIMENTS
MISHRA, Sudhanshu Kumar, (2008)
-
Robust Two-Stage Least Squares: some Monte Carlo experiments
Mishra, SK, (2008)
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Robust Two-Stage Least Squares : Some Monte Carlo Experiments
Mishra, Sudhanshu K., (2008)
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