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Estimation in Linear Regression Models with Disparate Data Points

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  • Krasker, William S

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  • Krasker, William S, 1980. "Estimation in Linear Regression Models with Disparate Data Points," Econometrica, Econometric Society, vol. 48(6), pages 1333-1346, September.
    • Handle: RePEc:ecm:emetrp:v:48:y:1980:i:6:p:1333-46
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    Cited by:

    1. Jun, Sung Jae & Pinkse, Joris & Wan, Yuanyuan, 2011. "-Consistent robust integration-based estimation," Journal of Multivariate Analysis, Elsevier, vol. 102(4), pages 828-846, April.
    2. Peracchi, Franco, 1991. "Bounded-influence estimators for the SURE model," Journal of Econometrics, Elsevier, vol. 48(1-2), pages 119-134.
    3. R. Ketellapper & A. Ronner, 1984. "Are robust estimation methods useful in the structural errors-in-variables model?," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 31(1), pages 33-41, December.
    4. Mick Silver & Christos Ioannidis, 2001. "Intercountry Differences in the Relationship between Relative Price Variability and Average Prices," Journal of Political Economy, University of Chicago Press, vol. 109(2), pages 355-374, April.
    5. Franco Peracchi, 1988. "Robust M-Estimators," UCLA Economics Working Papers 477, UCLA Department of Economics.
    6. Sarah Goldman & Virginia Zhelyazkova, 2023. "Drivers of Shadow Banking System: A Panel Empirical Approach for Developed Countries," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 8, pages 95-122.
    7. Franco Peracchi, 1988. "Robust Estimators of Regression," UCLA Economics Working Papers 476, UCLA Department of Economics.
    8. Franco Peracchi, 1988. "Bounded Influence Estimators for the Censored Regression Model," UCLA Economics Working Papers 487, UCLA Department of Economics.

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