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Bounded-influence estimators for the tobit model

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  • Peracchi, Franco

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  • Peracchi, Franco, 1990. "Bounded-influence estimators for the tobit model," Journal of Econometrics, Elsevier, vol. 44(1-2), pages 107-126.
    • Handle: RePEc:eee:econom:v:44:y:1990:i:1-2:p:107-126
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    Cited by:

    1. Jinliang Li & Chihwa Kao & Wei David Zhang, 2010. "Bounded influence estimator for GARCH models: evidence from foreign exchange rates," Applied Economics, Taylor & Francis Journals, vol. 42(11), pages 1437-1445.
    2. Cizek, P., 2009. "Generalized Methods of Trimmed Moments," Discussion Paper 2009-25, Tilburg University, Center for Economic Research.
    3. Čížek, Pavel, 2012. "Semiparametric robust estimation of truncated and censored regression models," Journal of Econometrics, Elsevier, vol. 168(2), pages 347-366.
    4. Ronchetti, Elvezio, 2020. "Accurate and robust inference," Econometrics and Statistics, Elsevier, vol. 14(C), pages 74-88.
    5. Mikhail Zhelonkin & Marc G. Genton & Elvezio Ronchetti, 2016. "Robust inference in sample selection models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(4), pages 805-827, September.
    6. Bellio, Ruggero, 2007. "Algorithms for bounded-influence estimation," Computational Statistics & Data Analysis, Elsevier, vol. 51(5), pages 2531-2541, February.
    7. Chihwa Kao, 2001. "Geography, Industrial Organization, and Agglomeration Heteroskedasticity Models with Estimates of the Variances of Foreign Exchange Rates," Center for Policy Research Working Papers 34, Center for Policy Research, Maxwell School, Syracuse University.

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