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On the robustness of two alternatives to least squares: A Monte Carlo study

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  • Phillips, Robert F.

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File URL: http://www.sciencedirect.com/science/article/B6V84-3SX27X4-Y/2/8f6b497f71cc78426c9508bc350332ff
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Bibliographic Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 56 (1997)
Issue (Month): 1 (September)
Pages: 21-26

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Handle: RePEc:eee:ecolet:v:56:y:1997:i:1:p:21-26

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Web page: http://www.elsevier.com/locate/ecolet

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  1. Phillips, Robert F., 1994. "Partially adaptive estimation via a normal mixture," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 123-144.
  2. Newey, Whitney K., 1988. "Adaptive estimation of regression models via moment restrictions," Journal of Econometrics, Elsevier, vol. 38(3), pages 301-339, July.
  3. Potscher, Benedikt M. & Prucha, Ingmar R., 1986. "A class of partially adaptive one-step m-estimators for the non-linear regression model with dependent observations," Journal of Econometrics, Elsevier, vol. 32(2), pages 219-251, July.
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Cited by:
  1. Natasha Yakovchuk & Thomas Willemain, 2005. "Monte carlo comparison of estimation methods for additive two-way tables," Journal of Applied Statistics, Taylor & Francis Journals, vol. 32(4), pages 351-374.

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