Analysis of economic data using robust methods

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2002
Coşar, Evren Erdogan
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Export plays an important role in the economic development of a country. Because of its importance in implementing trade policies, there is an extensive literature on the estimation of export functions. Most of the studies on estimating export functions utilized conventional econometric techniques with the normality assumption of innovations. However, it has been recently recognized that non-normal distributions for innovations are more common in practice. IllThe main aim of this study is to estimate the export supply model parameters when the residuals are not normally distributed and to develop robust and efficient estimators by the use of the modified likelihood methodology.
Maximum Likelihood Estimators (MLE), Least Squares Estimators (LSE), Modified Maximum Likelihood Estimators (MMLE), Autoregression, Robustness, Non-normality, Export supply equation
https://hdl.handle.net/11511/13204
Graduate School of Natural and Applied Sciences, Thesis

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Citation Formats
E. E. Coşar, “Analysis of economic data using robust methods,” M.S. - Master of Science, Middle East Technical University, 2002.
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