scholarly journals Numerical enhancements for robust Rényi decomposable minimum distance estimators

2018 ◽  
Vol 1141 ◽  
pp. 012037
Author(s):  
Vaclav Kus ◽  
Jan Kucera ◽  
Domingo Morales
Keyword(s):  
Minimum Distance ◽  
Minimum Distance Estimators

scholarly journals Fitting the Errors-in-variables Model Using High-order Cumulants and Moments

2017 ◽  
Vol 17 (1) ◽  
pp. 116-129 ◽  
Author(s):  
Timothy Erickson ◽  
Robert Parham ◽  
Toni M. Whited
Keyword(s):  
Method Of Moments ◽  
Minimum Distance ◽  
Generalized Method Of Moments ◽  
High Order ◽  
Moment Condition ◽  
Errors In Variables ◽  
Moment Estimation ◽  
Internal Support ◽  
Minimum Distance Estimators ◽  
High Order Cumulants

In this article, we consider a multiple mismeasured regressor errors-in-variables model. We present xtewreg, a command for using two-step generalized method of moments and minimum distance estimators that exploit overidentifying information contained in high-order cumulants or moments of the data. The command supports cumulant or moment estimation, internal support for the bootstrap with moment condition recentering, an arbitrary number of mismeasured regressors and perfectly measured regressors, and cumulants or moments up to an arbitrary degree. We also demonstrate how to use the estimators in the context of a corporate leverage regression.

Minimum distance estimators

1994 ◽  
Vol 41 (3) ◽  
pp. 291-302 ◽  
Author(s):  
T.P. Hettmansperger ◽  
I. Hueter ◽  
J. Hüsler
Keyword(s):  
Minimum Distance ◽  
Minimum Distance Estimators
Sign in / Sign up

Export Citation Format

Share Document