Robust Efficient Method of Moments

descriptionPublicationkeyboard_double_arrow_right Article , Other literature type 01 Jan 2002 Switzerland English Publisher:Elsevier BVJournal:SSRN Electronic Journal (eissn: 1556-5068,

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Authors: Ortelli, Claudio; Trojani, Fabio;

doi: 10.2139/ssrn.335700 , 10.1016/j.jeconom.2004.08.008

handle: 20.500.14171/84488

Robust Efficient Method of Moments

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Abstract

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Switzerland

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Keywords

330, robust statistics, efficient method of moments, influence function, Robustness and adaptive procedures (parametric inference), robust estimation, Non-Markovian processes: estimation, indirect inference, 510

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