A MIRROR-IMAGE INVARIANCE FOR M-ESTIMATORS

被引：6

作者：

CHESHER, A

机构：

来源：

ECONOMETRICA | 1995年 / 63卷 / 01期

关键词：

D O I：

10.2307/2951704

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：207 / 211

页数：5

共 17 条

[1] AN IMPROVED HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE-MATRIX ESTIMATOR [J].

ANDREWS, DWK ;

MONAHAN, JC .

ECONOMETRICA, 1992, 60 (04) :953-966

[2] A NOTE ON THE UNBIASEDNESS OF FEASIBLE GLS, QUASI-MAXIMUM LIKELIHOOD, ROBUST, ADAPTIVE, AND SPECTRAL ESTIMATORS OF THE LINEAR-MODEL [J].

ANDREWS, DWK .

ECONOMETRICA, 1986, 54 (03) :687-698

[3] SYMMETRY, REGRESSION DESIGN, AND SAMPLING DISTRIBUTIONS [J].

CHESHER, A ;

PETERS, S .

ECONOMETRIC THEORY, 1994, 10 (01) :116-129

[4]

COX DR, 1972, J R STAT SOC B, V34, P187

[5] MIRROR-IMAGE AND INVARIANT DISTRIBUTIONS IN ARMA MODELS [J].

CRYER, JD ;

NANKERVIS, JC ;

SAVIN, NE .

ECONOMETRIC THEORY, 1989, 5 (01) :36-52

[6] SEMIPARAMETRIC GENERALIZED LEAST-SQUARES IN THE MULTIVARIATE NONLINEAR-REGRESSION MODEL [J].

DELGADO, MA .

ECONOMETRIC THEORY, 1992, 8 (02) :203-222

[7]

Fuller WA., 1987, MEASUREMENT ERROR MO, DOI 10.1002/9780470316665

[8] TRIMMED LAD AND LEAST-SQUARES ESTIMATION OF TRUNCATED AND CENSORED REGRESSION-MODELS WITH FIXED EFFECTS [J].

HONORE, BE .

ECONOMETRICA, 1992, 60 (03) :533-565

[9] A SMOOTHED MAXIMUM SCORE ESTIMATOR FOR THE BINARY RESPONSE MODEL [J].

HOROWITZ, JL .

ECONOMETRICA, 1992, 60 (03) :505-531

[10] ON EFFICIENCY OF METHODS OF SIMULATED MOMENTS AND MAXIMUM SIMULATED LIKELIHOOD ESTIMATION OF DISCRETE RESPONSE MODELS [J].

LEE, LF .

ECONOMETRIC THEORY, 1992, 8 (04) :518-552

← 1 2 →