Burgemeester Oudlaan 50
3000 DR Rotterdam, Zuid-Holland 3062PA
Erasmus University Rotterdam (EUR)
Influence function, Robust inference, Outlier, Robust test, Weak instrument
Binary Outcomes, Probit Model, Endogenous Variable, Instrumental Variable, Robust Estimation
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File name: SSRN-id2985428.pdf
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expected shortfall (ES), influence function, M-estimation, risk measures, robustness, value-at-risk (VaR)
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