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On the computation and efficiency of a HBP-GM estimator some simulation results

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  • Hinloopen, Jeroen
  • Wagenvoort, Rien

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  • Hinloopen, Jeroen & Wagenvoort, Rien, 1997. "On the computation and efficiency of a HBP-GM estimator some simulation results," Computational Statistics & Data Analysis, Elsevier, vol. 25(1), pages 1-15, July.
    • Handle: RePEc:eee:csdana:v:25:y:1997:i:1:p:1-15
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    References listed on IDEAS

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    1. Rousseeuw, Peter J. & Wagner, Joachim, 1994. "Robust regression with a distributed intercept using least median of squares," Computational Statistics & Data Analysis, Elsevier, vol. 17(1), pages 65-76, January.
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    Cited by:

    1. Wagenvoort, Rien, 2003. "Are finance constraints hindering the growth of SMEs in Europe?," EIB Papers 7/2003, European Investment Bank, Economics Department.
    2. Badi H. Baltagi & Georges Bresson, 2012. "A Robust Hausman–Taylor Estimator," Advances in Econometrics, in: Essays in Honor of Jerry Hausman, pages 175-214, Emerald Group Publishing Limited.
    3. Wagenvoort, Rien, 2007. "Does the hedge fund industry deliver alpha?," Economic and Financial Reports 2006/2, European Investment Bank, Economics Department.
    4. Rien J. L. M. Wagenvoort & Paul H. Schure, 2006. "A Recursive Thick Frontier Approach to Estimating Production Efficiency," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(2), pages 183-201, April.
    5. Wagenvoort, Rien & Schure, Paul, 1999. "The Recursive Thick Frontier Approach to Estimating Efficiency," Economic and Financial Reports 1999/2, European Investment Bank, Economics Department.
    6. Jeroen Hinloopen, 2003. "Innovation performance across Europe," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 12(2), pages 145-161.
    7. Wagenvoort, Rien & Waldmann, Robert, 2002. "On B-robust instrumental variable estimation of the linear model with panel data," Journal of Econometrics, Elsevier, vol. 106(2), pages 297-324, February.

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