William S Krasker
Biographic Data
| ID | 5850663 |
|---|---|
| NAME | William S Krasker |
| GIVEN NAMES | William S |
| FAMILY NAME | Krasker |
| SIGNATURE | KRASKER W S |
| AFFILIATIONS | Harvard University |
| VERIFIED | No |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 3 |
| AUTHOR COUNT | 3 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 1979 |
| LATEST PUBLICATION YEAR | 1986 |
| H-INDEX | 1 |
Two-Stage Bounded-Influence Estimators for Simultaneous-Equations Models
Two-Stage Bounded-lnfluence Estimators for Simultaneous-Equations Models
This article presents a class of estimators for linear structural models that are robust to heavytailed disturbance distributions, gross errors in either the endogenous or exogenous variables, and certain other model failures. The class of estimators modifies ordinary two-stage least squares by replacing each least squares regression by a bounded-influence regression. Conditions under which the estimators are qualitatively robust, consistent, and…
The Rate of Return to Storing Wines
This paper contains an empirical investigation of the rate of return to storing wine. The view commonly expressed in the wine literature that this return is very large is found to be inconsistent with the recent history of wine prices. In fact, the data suggest that the expected return to storing wine is no larger than the return to riskless assets
The Rate of Return to Storing Wines
This paper contains an empirical investigation of the rate of return to storing wine. The view commonly expressed in the wine literature that this return is very large is found to be inconsistent with the recent history of wine prices. In fact, the data suggest that the expected return to storing wine is no larger than the return to riskless assets
The Rate of Return to Storing Wines
This paper contains an empirical investigation of the rate of return to storing wine. The view commonly expressed in the wine literature that this return is very large is found to be inconsistent with the recent history of wine prices. In fact, the data suggest that the expected return to storing wine is no larger than the return to riskless assets
Two-Stage Bounded-Influence Estimators for Simultaneous-Equations Models
Two-Stage Bounded-lnfluence Estimators for Simultaneous-Equations Models
This article presents a class of estimators for linear structural models that are robust to heavytailed disturbance distributions, gross errors in either the endogenous or exogenous variables, and certain other model failures. The class of estimators modifies ordinary two-stage least squares by replacing each least squares regression by a bounded-influence regression. Conditions under which the estimators are qualitatively robust, consistent, and…
Econometrics (3 works) · Applied Mathematics (2 works) · Bounded function (2 works) · Economics (2 works) · Estimator (2 works) · Mathematical analysis (2 works) · Mathematics (2 works) · Statistical Methods and Inference (2 works) · Statistics (2 works) · Advanced Statistical Methods and Models (1 works)