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An Alternative Definition of Finite-Sample Breakdown Point With Applications to Regression Model Estimators
Sakata, Shinichi; White, Halbert - In: Journal of the American Statistical Association : JASA 90 (1995) 431, pp. 1099-1106
Persistent link: https://www.econbiz.de/10006634045
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High Breakdown Point Conditional Dispersion Estimation with Application to S&P 500 Daily Returns Volatility
Sakata, Shinichi; White, Halbert - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 3, pp. 529-568
Persistent link: https://www.econbiz.de/10006789123
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Modified three-stage least squares estimator which is third-order efficient
Morimune, Kimio; Sakata, Shinichi - In: Journal of econometrics 57 (1993) 1-3, pp. 257-276
Persistent link: https://www.econbiz.de/10006805289
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S-estimation of nonlinear regression models with dependent and heterogeneous observations
Sakata, Shinichi; White, Halbert - In: Journal of econometrics 103 (2001) 1, pp. 5-72
Persistent link: https://www.econbiz.de/10006774214
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A model selection method for S-estimation
Preminger, Arie; Sakata, Shinichi - In: The econometrics journal 10 (2007) 2, pp. 294-319
Persistent link: https://www.econbiz.de/10007743556
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Instrumental variable estimation based on conditional median restriction
Sakata, Shinichi - In: Journal of econometrics 141 (2007) 2, pp. 350-382
Persistent link: https://www.econbiz.de/10007859785
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How accurate are confidence intervals for impulse responses in large VAR models?
Kilian, Lutz; Chang, Pao-Li - In: Economics letters 69 (2000) 3, pp. 299-308
Persistent link: https://www.econbiz.de/10006778092
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Protection for sale under monopolistic competition
Chang, Pao-Li - In: Journal of international economics 66 (2005) 2, pp. 509-526
Persistent link: https://www.econbiz.de/10007641310
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Avoiding arbitrary exclusion restrictions using ratios of reduced-form estimates
Lee, Myoung-jae; Chang, Pao-Li - In: Empirical economics : a journal of the Institute for … 33 (2007) 2, pp. 339-358
Persistent link: https://www.econbiz.de/10007763181
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Risk and the technology content of FDI: A dynamic model
Chang, Pao-Li; Lu, Chia-Hui - In: Journal of international economics 86 (2012) 2, pp. 306-318
Persistent link: https://www.econbiz.de/10009840853