Worst-case estimation and asymptotic theory for models with unobservables
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Other versions of this item:
- Vidal-Sanz, Jose M. & Esteban-Bravo, Mercedes, 2004. "Worst-case estimation and asymptotic theory for models with unobservables," DEE - Working Papers. Business Economics. WB wb045518, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
References listed on IDEAS
- Amemiya, Yasuo, 1985. "Instrumental variable estimator for the nonlinear errors-in-variables model," Journal of Econometrics, Elsevier, vol. 28(3), pages 273-289, June.
- Chamberlain, Gary, 1977. "Education, income, and ability revisited," Journal of Econometrics, Elsevier, vol. 5(2), pages 241-257, March.
- Chamberlain, Gary & Griliches, Zvi, 1975. "Unobservables with a Variance-Components Structure: Ability, Schooling, and the Economic Success of Brothers," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 16(2), pages 422-449, June.
- Aigner, Dennis J. & Hsiao, Cheng & Kapteyn, Arie & Wansbeek, Tom, 1984. "Latent variable models in econometrics," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 23, pages 1321-1393, Elsevier.
More about this item
Keywordsunobservable variables; robust estimation; minimax optimization; M-estimators; GMM-estimators;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2005-11-19 (Econometrics)
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