Robust Econometrics



[24] Hampel, F. R. (1971). A general qualitative definition of robustness,
Annals of Mathematical Statistics 42, 1887-1896.

[25] Hampel, F. R., Ronchetti, E. M., Rousseeuw, P. J., and Stahel, W.
A. (1986).
Robust statistics: The approach based on influence function.
Wiley, New York.

[26] Hardle, W. (1982). Robust regression function estimation. Journal of
Multivariate Analysis
14, 169-180.

[27] He, X., and Simpson, D. G. (1993). Lower bounds for contamination
bias: globally minimax versus locally linear estimation.
The Annals of
Statistics
21(1), 314-337.

[28] Huber, P. J. (1964). Robust estimation of a location parameter. Annals
of Mathematical Statistics
35, 73-101.

[29] Hubert, M., and Rousseeuw, P. J. (1997). Robust regression with both
continuous and binary regressors.
Journal of Statistical Planning and
Inference
57, 153-163.

[30] Kim, T.-H., and Muller, C. (2006). Two-stage Huber estimation. Journal
of Statistical Planning and Inference
, in press.

[31] Koenker, R., and Machado, J. A. F. (1999). Goodness of Fit and Related
Inference Processes for Quantile Regression.
Journal of the American
Statistical Association
94, 1296-1310.

25



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