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Resistant Estimation for Simultaneous-Equations Models Using Weighted Instrumental Variables

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  • Krasker, William S
  • Welsch, Roy E

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  • Krasker, William S & Welsch, Roy E, 1985. "Resistant Estimation for Simultaneous-Equations Models Using Weighted Instrumental Variables," Econometrica, Econometric Society, vol. 53(6), pages 1475-1488, November.
    • Handle: RePEc:ecm:emetrp:v:53:y:1985:i:6:p:1475-88
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    Citations

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    Cited by:

    1. Cizek, P., 2009. "Generalized Methods of Trimmed Moments," Discussion Paper 2009-25, Tilburg University, Center for Economic Research.
    2. repec:cep:stiecm:/2014/572 is not listed on IDEAS
    3. Čížek, Pavel, 2012. "Semiparametric robust estimation of truncated and censored regression models," Journal of Econometrics, Elsevier, vol. 168(2), pages 347-366.
    4. Wagenvoort, Rien & Waldmann, Robert, 2002. "On B-robust instrumental variable estimation of the linear model with panel data," Journal of Econometrics, Elsevier, vol. 106(2), pages 297-324, February.
    5. Lorenzo Camponovo & Taisuke Otsu, 2015. "Robustness of Bootstrap in Instrumental Variable Regression," Econometric Reviews, Taylor & Francis Journals, vol. 34(3), pages 352-393, March.
    6. Christophe Muller & Tae-Hwan Kim, 2005. "Two-Stage Huber Estimation," Working Papers. Serie AD 2005-17, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    7. Sakata, Shinichi, 2007. "Instrumental variable estimation based on conditional median restriction," Journal of Econometrics, Elsevier, vol. 141(2), pages 350-382, December.
    8. Sølvsten, Mikkel, 2020. "Robust estimation with many instruments," Journal of Econometrics, Elsevier, vol. 214(2), pages 495-512.
    9. Maronna, Ricardo A. & Yohai, Víctor J., 1994. "Robust estimation in simultaneous equations models," DES - Working Papers. Statistics and Econometrics. WS 3956, Universidad Carlos III de Madrid. Departamento de Estadística.
    10. Gabriela V. Cohen Freue & Hernan Ortiz-Molina & Ruben H. Zamar, 2013. "A Natural Robustification of the Ordinary Instrumental Variables Estimator," Biometrics, The International Biometric Society, vol. 69(3), pages 641-650, September.
    11. Franco Peracchi, 1988. "Robust Estimators of Regression," UCLA Economics Working Papers 476, UCLA Department of Economics.
    12. Ronchetti, Elvezio & Trojani, Fabio, 2001. "Robust inference with GMM estimators," Journal of Econometrics, Elsevier, vol. 101(1), pages 37-69, March.
    13. Krishnakumar, J. & Ronchetti, E., 1997. "Robust estimators for simultaneous equations models," Journal of Econometrics, Elsevier, vol. 78(2), pages 295-314, June.

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