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Econometric applications of high-breakdown robust regression techniques

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Author Info
Zaman, Asad
Rousseeuw, Peter J.
Orhan, Mehmet

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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 71 (2001)
Issue (Month): 1 (April)
Pages: 1-8
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Handle: RePEc:eee:ecolet:v:71:y:2001:i:1:p:1-8

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  1. Catherine Dehon & Marjorie Gassner & Vincenzo Verardi, 2005. "Robustness or Efficiency, A Test to Solve the Dilemma," Econometrics 0508011, EconWPA. [Downloadable!]
  2. Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2008. "Are output growth-rate distributions fat-tailed? some evidence from OECD countries," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(5), pages 639-669. [Downloadable!]
    Other versions:
  3. Sunil K. Sapra, 2003. "High-breakdown point estimation of some regression models," Applied Economics Letters, Taylor and Francis Journals, vol. 10(14), pages 875-878, November. [Downloadable!] (restricted)
  4. Cizek, P., 2007. "General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaced by DP 2007-65)," Discussion Paper 2007-1, Tilburg University, Center for Economic Research.
  5. P. Cizek, . "Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models," Sonderforschungsbereich 373 2001-100, Humboldt Universitaet Berlin.
    Other versions:
  6. Cizek, P., 2004. "Asymptotics of least trimmed squares regression," Discussion Paper 72, Tilburg University, Center for Economic Research. [Downloadable!]
  7. Cizek, P., 2007. "General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaces DP 2007-1)," Discussion Paper 2007-65, Tilburg University, Center for Economic Research. [Downloadable!]
  8. Islam, Tanweer ul, 2008. "Normality Testing- A New Direction," MPRA Paper 16452, University Library of Munich, Germany. [Downloadable!]
  9. Niclas Berggren & Mikael Elinder & Henrik Jordahl, 2008. "Trust and growth: a shaky relationship," Empirical Economics, Springer, vol. 35(2), pages 251-274, September. [Downloadable!] (restricted)
    Other versions:
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