Worst-case estimation for econometric models with unobservable components

Mercedes Esteban-Bravo, Jose M. Vidal-Sanz. Worst-case estimation for econometric models with unobservable components. Computational Statistics & Data Analysis, 51(7):3330-3354, 2007. [doi]

@article{Esteban-BravoV07,
  title = {Worst-case estimation for econometric models with unobservable components},
  author = {Mercedes Esteban-Bravo and Jose M. Vidal-Sanz},
  year = {2007},
  doi = {10.1016/j.csda.2006.09.023},
  url = {http://dx.doi.org/10.1016/j.csda.2006.09.023},
  researchr = {https://researchr.org/publication/Esteban-BravoV07},
  cites = {0},
  citedby = {0},
  journal = {Computational Statistics & Data Analysis},
  volume = {51},
  number = {7},
  pages = {3330-3354},
}