Chesher, Andrew; Peters, Simon - In: Econometric Theory 10 (1994) 01, pp. 116-129
When values of regressors are symmetrically disposed, many <italic>M</italic>-estimators in a wide class of models have a reflection property, namely, that as the signs of the coefficients on regressors are reversed, their estimators' sampling distribution is reflected about the origin. When the coefficients are...