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Robust methods in econometrics

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Author Info
Koenker Roger
Abstract

This survey of recent developments in robust estimation and inference is directed primarily toward econometricians. It is argued that many of the techniques in common use in econometrics are highly sensitive to unverified hypotheses. Recent progress in designing alternative robust procedures is described and some prospects for future developments are discussed.

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File URL: http://www.informaworld.com/openurl?genre=article&doi=10.1080/07311768208800017&magic=repec&7C&7C8674ECAB8BB840C6AD35DC6213A474B5
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Publisher Info
Article provided by Taylor and Francis Journals in its journal Econometric Reviews.

Volume (Year): 1 (1982)
Issue (Month): 2 ()
Pages: 213-255
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Handle: RePEc:taf:emetrv:v:1:y:1982:i:2:p:213-255

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Related research
Keywords: Influence Curves; Location Model; Linear Model; Regression Quantiles; Bounded-Influence Estimation;

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. 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!]
    Other versions:
  2. Joel L. Horowitz, 1996. "Bootstrap Methods for Median Regression Models," Econometrics 9608004, EconWPA. [Downloadable!]
    Other versions:
  3. Graeme Wells & Thanasis Stengos, 2006. "Estimates Of Technology And Convergence: Simulation Results," CAMA Working Papers 2006-07, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
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This page was last updated on 2009-11-14.

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