计量经济学中的稳健方法

Robust methods in econometrics

Econometric Reviews · 1982
被引 93 · 同刊同年前 3%
人大 A-ABS 3

中文导读

这篇综述面向计量经济学家,指出常用技术对未验证假设高度敏感,并介绍了稳健估计与推断的最新进展及未来方向。

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.

稳健估计稳健推断计量经济学方法