Robust methods in econometrics
- 1 January 1982
- journal article
- research article
- Published by Taylor & Francis in Econometric Reviews
- Vol. 1 (2) , 213-255
- https://doi.org/10.1080/07311768208800017
Abstract
This survey of recent developments in robust estimation and inference is directed primarily toward econometricians. It is argued that many of the techniques in common use in econometrics are highly sensitive to unverified hypotheses. Recent progress in designing alternative robust procedures is described and some prospects for future developments are discussed.Keywords
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