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Worst-case estimation for econometric models with unobservable components

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  • Esteban-Bravo, Mercedes
  • Vidal-Sanz, Jose M.

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  • Esteban-Bravo, Mercedes & Vidal-Sanz, Jose M., 2007. "Worst-case estimation for econometric models with unobservable components," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3330-3354, April.
    • Handle: RePEc:eee:csdana:v:51:y:2007:i:7:p:3330-3354
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    7. Horowitz, Joel L. & Manski, Charles F., 1998. "Censoring of outcomes and regressors due to survey nonresponse: Identification and estimation using weights and imputations," Journal of Econometrics, Elsevier, vol. 84(1), pages 37-58, May.
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    9. Whitney K. Newey & Joaquim J. S. Ramalho Ramalho & Richard Smith, 2003. "Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters," CeMMAP working papers CWP05/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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    Cited by:

    1. Gulpinar, Nalan & Rustem, Berc, 2007. "Robust optimal decisions with imprecise forecasts," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3595-3611, April.

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