Robust Estimation with Discrete Explanatory Variables
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Other versions of this item:
- Čížek, Pavel, 2002. "Robust estimation with discrete explanatory variables," SFB 373 Discussion Papers 2002,76, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Pavel Cizek, 2001. "Robust Estimation with Discrete Explanatory Variables," CERGE-EI Working Papers wp183, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
References listed on IDEAS
- White, Halbert, 1980. "Nonlinear Regression on Cross-Section Data," Econometrica, Econometric Society, vol. 48(3), pages 721-746, April.
- Franco Peracchi, 1988. "Robust M-Estimators," UCLA Economics Working Papers 477, UCLA Department of Economics.
- Zaman, Asad & Rousseeuw, Peter J. & Orhan, Mehmet, 2001.
"Econometric applications of high-breakdown robust regression techniques,"
Elsevier, vol. 71(1), pages 1-8, April.
- Zaman, Asad & Rousseeuw, Peter J. & Orhan, Mehmet, 2000. "Econometric applications of high-breakdown robust regression techniques," MPRA Paper 41529, University Library of Munich, Germany.
More about this item
Keywordsdiscrete explanatory variables; linear regression; robust statistics; least trimmed squares;
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
- C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
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