Least absolute deviation estimation of linear econometric models: A literature review
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- Smith, V Kerry & Hall, Thomas W, 1972. "A Comparison of Maximum Likelihood Versus Blue Estimators," The Review of Economics and Statistics, MIT Press, vol. 54(2), pages 186-190, May.
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- Powell, James L., 1984. "Least absolute deviations estimation for the censored regression model," Journal of Econometrics, Elsevier, vol. 25(3), pages 303-325, July.
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- Weiss, Andrew A., 1991. "Estimating Nonlinear Dynamic Models Using Least Absolute Error Estimation," Econometric Theory, Cambridge University Press, vol. 7(01), pages 46-68, March.
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- Stephen Satchell & Wei Xia, 2005. "Estimation of the Risk Attitude of the Representative UK Pension Fund Investor," Birkbeck Working Papers in Economics and Finance 0509, Birkbeck, Department of Economics, Mathematics & Statistics.
- Thomas Brenner & Matthias Duschl, 2014. "Modelling Firm and Market Dynamics - A Flexible Model Reproducing Existing Stylized Facts," Working Papers on Innovation and Space 2014-07, Philipps University Marburg, Department of Geography.
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More about this item
KeywordsLad estimator; Least absolute deviation estimation; econometric model; LAD Estimator; Minimum Absolute Deviation; Robust; Outliers; L1 Estimator; Review of literature;
- C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
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