| | SSRN-Least Absolute Deviation Estimation of Multi-Equation Linear Econometric Models: A Study Based on Monte Carlo ... (Site not responding. Last check: 2007-10-25) |
 | | SSRN-Least Absolute Deviation Estimation of Multi-Equation Linear Econometric Models: A Study Based on Monte Carlo Experiments by Sudhanshu Mishra, Madhuchhanda Dasgupta |
 | | We investigate into the simulated (Monte Carlo) performance of some LAD-based estimators vis-a-vis that of the LS-based estimators for multi-equation linear econometric models of various error specifications - such as Normal, Cauchy, Gamma, Beta1 and Beta2 - in presence of outliers different in number and size. |
 | | Mishra, S. and Dasgupta, Madhuchhanda, "Least Absolute Deviation Estimation of Multi-Equation Linear Econometric Models: A Study Based on Monte Carlo Experiments" (October 5, 2003). |
| papers.ssrn.com /sol3/papers.cfm?abstract_id=454880 (283 words) |