Evaluation Of Small Sample Estimators Of Outliers Infested Simultaneous Equation Model: A Monte Carlo Approach
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References listed on IDEAS
- Maronna, Ricardo A. & Yohai, Víctor J., 1994. "Robust estimation in simultaneous equations models," DES - Working Papers. Statistics and Econometrics. WS 3956, Universidad Carlos III de Madrid. Departamento de Estadística.
- Mishra, SK, 2008. "Robust Two-Stage Least Squares: some Monte Carlo experiments," MPRA Paper 9737, University Library of Munich, Germany.
More about this item
Keywordsoutlier; small sample; simultaneous equations; autoregressive error terms;
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
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