On Multivariate Methods in Robust Econometrics
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References listed on IDEAS
- Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-1054, July.
- Ronchetti, Elvezio & Trojani, Fabio, 2001. "Robust inference with GMM estimators," Journal of Econometrics, Elsevier, vol. 101(1), pages 37-69, March.
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- Vladimír Benáček & Eva Michalíková, 2016. "The Factors of Growth of Small Family Businesses. A Robust Estimation of the Behavioural Consistency in Panel Data Models," Prague Economic Papers, University of Economics, Prague, vol. 2016(1), pages 85-98.
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Keywordsleast weighted squares; heteroscedasticity; multivariate statistics; model selection; diagnostics; computational aspects;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
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