On the robustness of two alternatives to least squares: A Monte Carlo study
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References listed on IDEAS
- 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.
- Newey, Whitney K., 1988. "Adaptive estimation of regression models via moment restrictions," Journal of Econometrics, Elsevier, vol. 38(3), pages 301-339, July.
- Phillips, Robert F., 1994. "Partially adaptive estimation via a normal mixture," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 123-144.
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- 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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