On the robustness of two-stage estimators
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DOI: 10.1016/j.spl.2011.12.014
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Cited by:
- Cantoni, Eva & de Luna, Xavier, 2020. "Semiparametric inference with missing data: Robustness to outliers and model misspecification," Econometrics and Statistics, Elsevier, vol. 16(C), pages 108-120.
- Mikhail Zhelonkin & Marc G. Genton & Elvezio Ronchetti, 2016. "Robust inference in sample selection models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(4), pages 805-827, September.
- Andrea A. Naghi & Máté Váradi & Mikhail Zhelonkin, 2021. "Robust Estimation of Probit Models with Endogeneity," Tinbergen Institute Discussion Papers 21-004/III, Tinbergen Institute.
- Schumann, Martin & Tripathi, Gautam, 2018. "Convexity of probit weights," Statistics & Probability Letters, Elsevier, vol. 143(C), pages 81-85.
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Keywords
Asymptotic variance; Bounded influence function; M-estimator; Change-of-variance function; Two-stage least squares;All these keywords.
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