Robust Twoï¿½Stage Least Squares: Some Monte Carlo Experiments
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References listed on IDEAS
- Sudhanshu Kumar MISHRA, 2008.
"A New Method Of Robust Linear Regression Analysis: Some Monte Carlo Experiments,"
Journal of Applied Economic Sciences,
Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 3(3(5)_Fall), pages 261-268.
- Mishra, SK, 2008. "A new method of robust linear regression analysis: some monte carlo experiments," MPRA Paper 9445, University Library of Munich, Germany.
More about this item
KeywordsTwoï¿½Stage Least Squares; multiï¿½equation econometric model; simultaneous equations; outliers; robust; weighted least squares; Monte Carlo experiments; unbiasedness; efficiency; breakdown point; perturbation; structural parameters; reduced form;
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