Asymptotic properties of $$M$$ M -estimators in linear and nonlinear multivariate regression models
Author
Abstract
Suggested Citation
DOI: 10.1007/s00184-013-0458-4
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Powell, James L., 1984. "Least absolute deviations estimation for the censored regression model," Journal of Econometrics, Elsevier, vol. 25(3), pages 303-325, July.
- H.J. Bierens, 1981. "Robust Methods and Asymptotic Theory in Nonlinear Econometrics," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 35(3), pages 173-173, September.
- Chang, Xiao-Wen, 2006. "Computation of Huber's M-estimates for a block-angular regression problem," Computational Statistics & Data Analysis, Elsevier, vol. 50(1), pages 5-20, January.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Héctor Manuel Zárate S., 2005.
"Cambios en la estructura salarial: una historia desde la regresión cuanfílica,"
Monetaria, CEMLA, vol. 0(4), pages 339-364, octubre-d.
- Héctor Manuel Zárate S., 2003. "Cambios En La Estructura Salarial: Una Historia Desde La Regresión Cuantílica," Borradores de Economia 2089, Banco de la Republica.
- Héctor Manuel Zárate S., 2003. "Cambios en la Estructura Salarial:Una Historia desde la Regresión Cuantílica," Borradores de Economia 245, Banco de la Republica de Colombia.
- Andrés Langebaek R. & Diego Vásquez E., 2007.
"Determinantes de la actividad innovadora en la industria manufacturera colombiana,"
Borradores de Economia
433, Banco de la Republica de Colombia.
- Andrés Langebaek R. & Diego Vásquez E., 2007. "Determinantes de la actividad innovadora en la industria manufacturera colombiana," Borradores de Economia 2313, Banco de la Republica.
- Peracchi, Franco, 2002. "On estimating conditional quantiles and distribution functions," Computational Statistics & Data Analysis, Elsevier, vol. 38(4), pages 433-447, February.
- Parente, Paulo M.D.C. & Smith, Richard J., 2011.
"Gel Methods For Nonsmooth Moment Indicators,"
Econometric Theory, Cambridge University Press, vol. 27(1), pages 74-113, February.
- Paulo Parente & Richard Smith, 2008. "GEL methods for non-smooth moment indicators," CeMMAP working papers CWP19/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Qiuqiong Huang & David Dawe & Scott Rozelle & Jikun Huang & Jinxia Wang, 2005.
"Irrigation, poverty and inequality in rural China,"
Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 49(2), pages 159-175, June.
- Huang, Qiuqiong & Dawe, David & Rozelle, Scott & Huang, Jikun & Wang, Jinxia, 2005. "Irrigation, poverty and inequality in rural China," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 49(2), pages 1-17.
- Barton Hughes Hamilton, 1997. "Racial discrimination and professional basketball salaries in the 1990s," Applied Economics, Taylor & Francis Journals, vol. 29(3), pages 287-296.
- Eric Nazindigouba Kere, 2016. "Do political economy factors matter in explaining the increase in the production of bioenergy?," WIDER Working Paper Series 025, World Institute for Development Economic Research (UNU-WIDER).
- Xue, Hong & Mainville, Denise Y. & You, Wen & Nayga, Rodolfo M., Jr., 2009. "Nutrition Knowledge, Sensory Characteristics and Consumers’ Willingness to Pay for Pasture-Fed Beef," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49277, Agricultural and Applied Economics Association.
- Xuepeng Liu, 2009.
"GATT/WTO Promotes Trade Strongly: Sample Selection and Model Specification,"
Review of International Economics, Wiley Blackwell, vol. 17(3), pages 428-446, August.
- Liu, Xuepeng, 2007. "GATT/WTO Promotes Trade Strongly: Sample Selection and Model Specification," Conference papers 331648, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Geweke, J. & Joel Horowitz & Pesaran, M.H., 2006.
"Econometrics: A Bird’s Eye View,"
Cambridge Working Papers in Economics
0655, Faculty of Economics, University of Cambridge.
- Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem, 2006. "Econometrics: A Bird's Eye View," IZA Discussion Papers 2458, Institute of Labor Economics (IZA).
- John Geweke & Joel Horowitz & M. Hashem Pesaran, 2006. "Econometrics: A Bird’s Eye View," CESifo Working Paper Series 1870, CESifo.
- Nguyen, Huy, 2014.
"The effect of land fragmentation on labor allocation and the economic diversity of farm households: The case of Vietnam,"
MPRA Paper
57521, University Library of Munich, Germany.
- Nguyen, Huy, 2014. "The effect of land fragmentation on labor allocation and the economic diversity of farm households: The case of Vietnam," MPRA Paper 57643, University Library of Munich, Germany.
- Sarah Brown & Karl Taylor, 2008. "Household debt and financial assets: evidence from Germany, Great Britain and the USA," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 171(3), pages 615-643, June.
- Stein Holden & Bekele Shiferaw & John Pender, 2001.
"Market Imperfections and Land Productivity in the Ethiopian Highlands,"
Journal of Agricultural Economics, Wiley Blackwell, vol. 52(3), pages 53-70, September.
- Holden, Stein & Shiferaw, Bekele & Pender, John L., 2001. "Market imperfections and land productivity in the Ethiopian Highlands," EPTD discussion papers 76, International Food Policy Research Institute (IFPRI).
- Alejandro Cid & Daniel Ferres & Máximo Rossi, 2008.
"Subjective Well-Being in the Southern Cone: Health, Income and Family,"
Documentos de Trabajo (working papers)
1308, Department of Economics - dECON.
- Cid, Alejandro & Ferrés, Daniel & Rossi, Máximo, 2008. "Subjective Well-Being in the Southen Cone: Health, Income and Family," MPRA Paper 39909, University Library of Munich, Germany.
- Gantchev, Nickolay, 2013. "The costs of shareholder activism: Evidence from a sequential decision model," Journal of Financial Economics, Elsevier, vol. 107(3), pages 610-631.
- Marcelo Cajias & Philipp Freudenreich & Anna Heller & Wolfgang Schaefers, 2018. "Censored Quantile Regressions and the Determinants of Real Estate Liquidity," ERES eres2018_203, European Real Estate Society (ERES).
- Robert F. Engle & Simone Manganelli, 1999. "CAViaR: Conditional Value at Risk by Quantile Regression," NBER Working Papers 7341, National Bureau of Economic Research, Inc.
- Matthew J. Baker, 2014.
"Adaptive Markov chain Monte Carlo sampling and estimation in Mata,"
Stata Journal, StataCorp LP, vol. 14(3), pages 623-661, September.
- Matthew J. Baker, 2013. "Adaptive Markov chain Monte Carlo sampling and estimation in Mata," Economics Working Paper Archive at Hunter College 440, Hunter College Department of Economics.
- Matthew J. Baker, 2014. "Adaptive Markov chain Monte Carlo sampling and estimation in Mata," Working Papers 3, City University of New York Graduate Center, Ph.D. Program in Economics.
- McDonald, John, 2009. "Using least squares and tobit in second stage DEA efficiency analyses," European Journal of Operational Research, Elsevier, vol. 197(2), pages 792-798, September.
- Malmendier, Ulrike M. & Botsch, Matthew J., 2020. "The Long Shadows of the Great Inflation: Evidence from Residential Mortgages," CEPR Discussion Papers 14934, C.E.P.R. Discussion Papers.
More about this item
Keywords
Bias reduction; $$M$$ M -estimators; Nonlinear; Regression; Robustness; Skewness;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:metrik:v:77:y:2014:i:5:p:647-673. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.