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}, }