Robust Two-Stage Least Squares: some Monte Carlo experiments
Download full text from publisher
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.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Mahmoud M. Sabra, 2016. "Government size, country size, openness and economic growth in selected MENA countries," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Eastern Macedonia and Thrace Institute of Technology (EMATTECH), Kavala, Greece, vol. 9(1), pages 39-45, April.
- Adedayo A. ADEPOJU & John O. OLAOMI, 2012. "Evaluation Of Small Sample Estimators Of Outliers Infested Simultaneous Equation Model: A Monte Carlo Approach," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 7(1(19)/ Sp), pages 8-16.
More about this item
KeywordsTwo-Stage Least Squares; multi-equation econometric model; simultaneous equations; outliers; robust; weighted least squares; Monte Carlo experiments; unbiasedness; efficiency; breakdown point; perturbation; structural parameters; reduced form;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-08-06 (All new papers)
- NEP-ECM-2008-08-06 (Econometrics)
- NEP-ORE-2008-08-06 (Operations Research)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pra:mprapa:9737. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Joachim Winter). General contact details of provider: http://edirc.repec.org/data/vfmunde.html .