Advances in Econometrics, Volume 7: Nonparametric and Robust Inference

Editors: Thomas B. Fomby (SMU), George F. Rhodes, Jr. (Colorado State U)

Copyright 1988 by JAI PRESS INC. Greenwich, Connecticut ISBN: 0-89232-911-4

• Introduction, George Rhodes, Jr. and Thomas B. Fomby. 

PART I. Robust Estimation. 

• Robust Estimation of Location in a Gaussian Parametric Model, Donald W.K. Andrews. 
• Semiparametric M-Estimation of Censored Linear Regression Models, Joel L. Horowitz. 
• Robust Regressian in the Presence of Hetroscedasticity, Shankar Subramanian and Richard T. Carson. 
• Flexible Production Function Estimation by Nonparametric Kernel Estimators, H.D. Vinod and A. Ullah. 

PART II. Robust Inference. 

• Finite Sample Performance of the Robust Wald Test in Simultaneous Equation Systems, Giorgio Calzolari and Lorenzo Panattoni. 
• Small-Sigma Approximations and the Minimaxity of Stein-Rules Under Nonnormality, Thomas B. Fomby and R. Carter Hill. 
• A Functional-Form, Distribution-Free Alternative to Parametric Analysis of Granger Causal Models, James M. Holmes and Patricia A Hutton. 

PART III. Consumer Demand Studies. 

• Semiparametric Estimation of the Asymptotically Ideal Model: The Aim Demand System, William A. Barnett and Piyu Yue. 
• Exact Aggregation, Distribution Parameterization, and A Nonlinear Representative Consumer, Arthur Lewbel. 
• Random Walk in Consumption: Maximum Likelihood and Nonparametrics, H.D. Vinod.