Robust Econometrics



[54] Tsay, R. S., Pena, D., and Pankratz, A. E. (2000). Outliers in multi-
variate time series.
Biometrika 87(4), 789-804.

[55] Wagenvoor, R., and Waldman, R. (2002). On B-robust instrumental
variable estimation of the linear model with panel data.
Journal of
Econometrics
106, 297-324.

[56] Welsh, A. H., and Ronchetti, E. (2002). A journey in single steps: ro-
bust one-step M-estimation in linear regression.
Journal of Statistical
Planning and Inference
103, 287-310.

[57] Windham, M. P. (1995). Robustifying model fitting. Journal of the
Royal Statistical Society, Series B
57(3), 599-609.

[58] Yohai, V. J., and Zamar, R. H. (1988). High breakdown-point estimates
of regression by means of the minimization of an efficient scale.
Journal
of the American Statistical Association
83, 406-413.

[59] Yohai, V. J., and Zamar, R. H. (1993). A minimax-bias property of the
least a-quantile estimates.
The Annals of Statistics 21(4), 1824-1842.

[60] Zaman, A., Rousseeuw, P. J., and Orhan, M. (2001). Econometric ap-
plications of high-breakdown robust regression techniques.
Economics
Letters
71(1), Pages 1-8.

29



More intriguing information

1. Does Presenting Patients’ BMI Increase Documentation of Obesity?
2. An Estimated DSGE Model of the Indian Economy.
3. The name is absent
4. Behaviour-based Knowledge Systems: An Epigenetic Path from Behaviour to Knowledge
5. SOME ISSUES IN LAND TENURE, OWNERSHIP AND CONTROL IN DISPERSED VS. CONCENTRATED AGRICULTURE
6. The name is absent
7. The Macroeconomic Determinants of Volatility in Precious Metals Markets
8. Insecure Property Rights and Growth: The Roles of Appropriation Costs, Wealth Effects, and Heterogeneity
9. The Economic Value of Basin Protection to Improve the Quality and Reliability of Potable Water Supply: Some Evidence from Ecuador
10. Short report "About a rare cause of primary hyperparathyroidism"
11. Olfactory Neuroblastoma: Diagnostic Difficulty
12. Mortality study of 18 000 patients treated with omeprazole
13. The name is absent
14. Giant intra-abdominal hydatid cysts with multivisceral locations
15. The fundamental determinants of financial integration in the European Union
16. Evolving robust and specialized car racing skills
17. The name is absent
18. Sectoral specialisation in the EU a macroeconomic perspective
19. The Shepherd Sinfonia
20. Industrial districts, innovation and I-district effect: territory or industrial specialization?