A Comparison of FIML and Robust Estimates of a Nonlinear Macroeconomic Model
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The prediction accuracy of six estimators of econometric models are compared. Two of rthe estimators are ordinary least squares (OLS) and full-information maximum likelihood. (FML). The other four estimators are robust estimators in the sense that they give less weight to large residuals. One of the
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美国国家经济研究局创建时间：
1973-10-01
