Least absolute deviation estimation of linear econometric models: A literature review
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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.
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- Alessio Moneta & Doris Entner & Patrik O. Hoyer & Alex Coad, 2013. "Causal Inference by Independent Component Analysis: Theory and Applications," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(5), pages 705-730, October.
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- Thomas Gries & Wim Naudé & Marianne Matthee, 2009. "The Optimal Distance To Port For Exporting Firms," Journal of Regional Science, Wiley Blackwell, vol. 49(3), pages 513-528.
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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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