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Optimal conditionally unbiased bounded-influence inference in dynamic location and scale models
Mancini, Loriano (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002431855
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Optimal conditionally unbiased bounded-influence inference in dynamic location and scale models
Mancini, Loriano; Ronchetti, Elvezio; Trojani, Fabio - 2005
Persistent link: https://www.econbiz.de/10002841646
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Optimal conditionally unbiased bounded-influence inference in dynamic location and scale models
Mancini, Loriano; Ronchetti, Elvezio; Trojani, Fabio - In: Journal of the American Statistical Association : JASA 100 (2005) 470, pp. 628-641
Persistent link: https://www.econbiz.de/10002929809
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Robust GMM estimators and tests for models of the term structure of interest rates
Ronchetti, Elvezio; Trojani, Fabio - 1997
Persistent link: https://www.econbiz.de/10000975386
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Robust inference with GMM estimators
Ronchetti, Elvezio; Trojani, Fabio - In: Journal of econometrics 101 (2001) 1, pp. 37-69
Persistent link: https://www.econbiz.de/10001545114
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Robust GMM analysis of models for the short rate process
Dell'Aquila, Rosario; Ronchetti, Elvezio; Trojani, Fabio - In: Journal of empirical finance 10 (2003) 3, pp. 373-397
Persistent link: https://www.econbiz.de/10001752109
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Robust estimators for regression models
Ronchetti, Elvezio - 1985
Persistent link: https://www.econbiz.de/10001325553
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Robust estimation of Heckman model
Ronchetti, Elvezio - In: Robustness in econometrics, (pp. 3-21). 2017
Persistent link: https://www.econbiz.de/10011800914
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A robust predictive density based on the saddlepoint approximation for M-estimators
Ronchetti, Elvezio; Vidoni, Paolo - 1998
Persistent link: https://www.econbiz.de/10001451273
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Robust estimation and inference for generalized linear models
Cantoni, Eva; Ronchetti, Elvezio - 1999
Persistent link: https://www.econbiz.de/10001451276