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Robust estimators for simultaneous equations models

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Author Info
Krishnakumar, J.
Ronchetti, E.
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File URL: http://www.sciencedirect.com/science/article/B6VC0-3SWY1BT-9/2/9eb1f6be9f216035188529ec87bad301
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 78 (1997)
Issue (Month): 2 (June)
Pages: 295-314
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Handle: RePEc:eee:econom:v:78:y:1997:i:2:p:295-314

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

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  1. Christophe Muller & Tae-Hwan Kim, 2005. "Two-Stage Huber Estimation," Working Papers. Serie AD 2005-17, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  2. Cizek, P., 2009. "Generalized Methods of Trimmed Moments," Discussion Paper 2009-25, Tilburg University, Center for Economic Research. [Downloadable!]
  3. Cizek, P., 2008. "Semiparametric Robust Estimation of Truncated and Censored Regression Models," Discussion Paper 2008-34, Tilburg University, Center for Economic Research. [Downloadable!]
  4. Loriano Mancini & Elvezio Ronchetti & Fabio Trojani, 2005. "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," University of St. Gallen Department of Economics working paper series 2005 2005-01, Department of Economics, University of St. Gallen. [Downloadable!]
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  5. Pavel Cizek & Wolfgang Härdle, 2006. "Robust Econometrics," SFB 649 Discussion Papers SFB649DP2006-050, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  6. Fabio Trojani & Markus Leippold & Paolo Vanini, 2005. "Learning and Asset Prices under Ambiguous Information," University of St. Gallen Department of Economics working paper series 2005 2005-03, Department of Economics, University of St. Gallen. [Downloadable!]
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  7. Panayiotis Andreou & Chris Charalambous & Spiros Martzoukos, 2006. "Robust Artificial Neural Networks for Pricing of European Options," Computational Economics, Springer, vol. 27(2), pages 329-351, May. [Downloadable!] (restricted)
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