Similar Search Results

Sparse and robust factor modelling

Croux, Christophe; Exterkate, Peter - 2011

Persistent link: https://www.econbiz.de/10009720758

Outlier robust GMM estimation of leverage determinants

Lucas, André; Dijk, Ronald van; Kloek, Teun - 1994

Persistent link: https://www.econbiz.de/10000151692

Classical and Bayesian aspects of robust unit root inference

Hoek, Henk; Lucas, André; Dijk, Herman K. van - 1993

Persistent link: https://www.econbiz.de/10000151638

Robust estimation of probit models with endogeneity

Naghi, Andrea A.; Váradi, Máté; Zhelonkin, Mikhail - 2021

Probit models with endogenous regressors are commonly used models in economics and other social sciences. Yet, the robustness properties of parametric estimators in these models have not been formally studied. In this paper, we derive the influence functions of the endogenous probit model's...

Persistent link: https://www.econbiz.de/10012416381

Simplicity, scientific inference and econometric modelling

Keuzenkamp, Hugo A.; McAleer, Michael - 1994 - Rev.

Persistent link: https://www.econbiz.de/10000560594

Misspecification in linear spatial regression models

Florax, Raymond J. G. M.; Nijkamp, Peter - 2003

spatial interactions, spatial externalities and networking effects among actors, evoked the area of spatial econometrics …. Spatial econometrics focuses on the specification and estimation of regression models explicitly incorporating such spatial …

Persistent link: https://www.econbiz.de/10011334352