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Econometrics Paper

Robust estimation of moment condition models with weakly dependent data

Kirill Evdokimov, Yuichi Kitamura and Taisuke Otsu

This paper considers robust estimation of moment condition models with time series data. Researchers frequently use moment condition models in dynamic econometric analysis. These models are particularly useful when one w...Read more...

5 December 2014

DARP Paper

Robust Estimation of Income Distribution Models with Grouped Data, (revised version published in the Journal of the American Statistical Association 92 (1997), pp. 333-340)

Elvezio Ronchetti and Maria-Pia Victoria-Feser

An important aspect of income distribution is the modelling of the data using an appropriate parametric model. This involves estimating the parameters of the models, given the data at hand. Income data are typically in g...Read more...

June 1996