Comment

References

• Beran , R. 1977a . Minimum Hellinger Distance Estimates for Parametric Models . Annals of Stastics , 5 : 445 – 563 .
   Web of Science ®Google Scholar
• Beran , R. 1977b . Robust Location Estimates . Annals of Stastics , 5 : 431 – 444 .
   Web of Science ®Google Scholar
• Bierens , H. 1981 . Robust Methods and Asymptotic Theory in Nonlinear Econometrics , Springer-Verlag . Lecture Notes i n Economics and Mathematical Systems Monograph 192
   Google Scholar
• Cosslett , S. 1980 . Distribution-Free Maximum Likelihood Estimator o f the Binary Choice Model , Gainesville : University of Florida . Working Paper,Department of Economics
   Google Scholar
• Duncan , G. M. A Relatively Distribution Robust Censored Regression Model , Washington State University . Working paper No. 80-34, Department of Economics
   Google Scholar
• Duncan , G. M. 1981 . Efficient Inference for Heteroscedastic Disturbance Related Sets of Equations: An Application of Statistical Differentials in Econometrics , Washington state University . Working paper,Department of Economics
   Google Scholar
• Hampel , F. R. 1974 . The Influence Curve and Its Role in Robust Estimation . JASA , 69 : 383 – 393 .
   Web of Science ®Google Scholar
• Hansen L. 'Generalized Method o f Moments Estimators Econometrica , (forthcoming) 1982
   Google Scholar
• Hinich , M. and Roll , R. 1981 . Measuring Nonstationarity in the Parameters of the Market Model . Research in Finance , 3 : 1 – 41 .
   Google Scholar
• Hampel , F. R. 1968 . Contributions to the Theory of Robust Estimation , California, Berkeley : Department of Statistics . Unpublished Ph.D. Dissertation
   Google Scholar
• Manski , C. 1975 . Maximum Score Estimation of the Stochastic Utility Model o f Choice . J.of Econometrics , 3 : 205 – 228 .
   Google Scholar
• Sims , C. 1976 . Asymptotic Distribution Theory for a Class of Nonlinear Estimation Methods , University of Minnesota . Discussion Paper No. 76-69, Centre for Economic Research, Department of Economics
   Google Scholar