On the use of robust regression in econometrics

M Baldauf; JMC Santos Silva

doi:10.1016/j.econlet.2011.09.031

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Journal article

On the use of robust regression in econometrics

M Baldauf and JMC Santos Silva

ECONOMICS LETTERS, Vol.114(1), pp.124-127

01/01/2012

DOI: https://doi.org/10.1016/j.econlet.2011.09.031

Abstract

Social Sciences

Economics

Business & Economics

ECONOMICS

Heteroskedasticity

Iteratively reweighted least squares

M-estimator

Mode regression

rreg

Skewness

INCENTIVES

EMPLOYMENT

IMPACT

MODEL

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Title: On the use of robust regression in econometrics
Creators: M Baldauf
JMC Santos Silva
Publication Details: ECONOMICS LETTERS, Vol.114(1), pp.124-127
Publisher: ELSEVIER SCIENCE SA
Date published: 01/01/2012
Date submitted: 16/05/2017
Identifiers: 99513224602346
Academic Unit: University of Surrey
Language: English
Resource Type: Journal article

On the use of robust regression in econometrics

Abstract

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