Robust Methods In Econometrics

Roger Koenker

Research output: Contribution to journalArticlepeer-review


This survey of recent developments in robust estimation and inference is directed primarily toward econometricians. It is argued that many of the techniques in common use in econometrics are highly sensitive to unverified hypotheses. Recent progress in designing alternative robust procedures is described and some prospects for future developments are discussed.

Original languageEnglish (US)
Pages (from-to)213-255
Number of pages43
JournalEconometric Reviews
Issue number2
StatePublished - Jan 1 1982
Externally publishedYes


  • bounded-influence estimation
  • influence curves
  • linear model
  • location model
  • regression quantiles

ASJC Scopus subject areas

  • Economics and Econometrics


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