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On the Robust Estimation of Econometric Models

In: Annals of Economic and Social Measurement, Volume 3, number 4

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  • Ray C. Fair

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  • Ray C. Fair, 1974. "On the Robust Estimation of Econometric Models," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 4, pages 667-677, National Bureau of Economic Research, Inc.
    • Handle: RePEc:nbr:nberch:10207
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    References listed on IDEAS

    as
    1. Ray C. Fair, 1974. "On the Solution of Optimal Control Problems as Maximization Problems," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 1, pages 135-154, National Bureau of Economic Research, Inc.
    2. Chow, Gregory C, 1973. "On the Computation of Full-Information Maximum Likelihood Estimates for Nonlinear Equation Systems," The Review of Economics and Statistics, MIT Press, vol. 55(1), pages 104-109, February.
    3. Fair, Ray C, 1973. "A Comparison of Alternative Estimators of Macroeconomic Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 14(2), pages 261-277, June.
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    Citations

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    Cited by:

    1. Dasgupta, Madhuchhanda & Mishra, SK, 2004. "Least absolute deviation estimation of linear econometric models: A literature review," MPRA Paper 1781, University Library of Munich, Germany.
    2. Grażyna Dehnel, 2016. "M-Estimators In Business Statistics," Statistics in Transition New Series, Polish Statistical Association, vol. 17(4), pages 749-762, December.
    3. Andy C W Chui & Avanidhar Subrahmanyam & Sheridan Titman, 2022. "Momentum, Reversals, and Investor Clientele [Illiquidity and stock returns: Cross-section and time-series effects]," Review of Finance, European Finance Association, vol. 26(2), pages 217-255.
    4. Franco Peracchi, 1988. "Robust Estimators of Regression," UCLA Economics Working Papers 476, UCLA Department of Economics.
    5. Edwige Burdeau, 2015. "Assessing dynamics of credit supply and demand for French SMEs, an estimation based on the Bank Lending Survey," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, volume 39, Bank for International Settlements.
    6. J.B. Burbidge & L. Magee & A.L. Robb, "undated". "Cohort, Year and Age Effects in Canadian Wage Data," Canadian International Labour Network Working Papers 13, McMaster University.
    7. repec:ebl:ecbull:v:3:y:2004:i:18:p:1-6 is not listed on IDEAS
    8. Mastronardi, Nicola & O'Leary, Dianne P., 2007. "Fast robust regression algorithms for problems with Toeplitz structure," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 1119-1131, October.
    9. Dehnel Grażyna, 2016. "M-Estimators in Business Statistics," Statistics in Transition New Series, Polish Statistical Association, vol. 17(4), pages 749-762, December.
    10. repec:ebl:ecbull:v:3:y:2004:i:17:p:1-3 is not listed on IDEAS

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