{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,13]],"date-time":"2026-10-13T13:58:53Z","timestamp":1791899933222,"version":"4.3.4"},"reference-count":26,"publisher":"Cambridge University Press (CUP)","issue":"3","license":[{"start":{"date-parts":[[2010,10,18]],"date-time":"2010-10-18T00:00:00Z","timestamp":1287360000000},"content-version":"unspecified","delay-in-days":7991,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econ Theory"],"published-print":{"date-parts":[[1988,12]]},"abstract":"<jats:p>This paper considers M-estimators of regression parameters that make use of a generalized functional form for the disturbance distribution. The family of distributions considered is the generalized <jats:italic>t<\/jats:italic> (GT), which includes the power exponential or Box-Tiao, normal, Laplace, and <jats:italic>t<\/jats:italic> distributions as special cases. The corresponding influence function is bounded and redescending for finite \u201cdegrees of freedom.\u201d The regression estimators considered are those that maximize the GT quasi-likelihood, as well as one-step versions. Estimators of the parameters of the GT distribution and the effect of such estimates on the asymptotic efficiency of the regression estimates are discussed. We give a minimum-distance interpretation of the choice of GT parameter estimate that minimizes the asymptotic variance of the regression parameters.<\/jats:p>","DOI":"10.1017\/s0266466600013384","type":"journal-article","created":{"date-parts":[[2010,10,18]],"date-time":"2010-10-18T09:12:04Z","timestamp":1287393124000},"page":"428-457","source":"Crossref","is-referenced-by-count":236,"title":["Partially Adaptive Estimation of Regression Models via the Generalized <i>T<\/i> Distribution"],"prefix":"10.1017","volume":"4","author":[{"given":"James B.","family":"McDonald","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Whitney K.","family":"Newey","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2010,10,18]]},"reference":[{"key":"S0266466600013384_ref008","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1974.10480225"},{"key":"S0266466600013384_ref015","doi-asserted-by":"publisher","DOI":"10.2307\/1913469"},{"key":"S0266466600013384_ref009","doi-asserted-by":"publisher","DOI":"10.1002\/0471725250"},{"key":"S0266466600013384_ref020","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600011233"},{"key":"S0266466600013384_ref021","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(86)90039-4"},{"key":"S0266466600013384_ref010","first-page":"221","article-title":"The behavior of maximum-likelihood estimates under nonstandard conditions","volume":"1","author":"Huber","year":"1967","journal-title":"Proceedings of the Fifth Berkeley Symposium"},{"key":"S0266466600013384_ref025","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177707038"},{"key":"S0266466600013384_ref022","unstructured":"P\u00f6tshcer, B.M. & Prucha, I.R. . Consistency in nonlinear econometrics: a generic uniform law of large numbers and some comments on recent results, mimeo, University of Maryland (1986)."},{"key":"S0266466600013384_ref004","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1975.10479884"},{"key":"S0266466600013384_ref019","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(88)90048-6"},{"key":"S0266466600013384_ref003","doi-asserted-by":"publisher","DOI":"10.1007\/BF02504731"},{"key":"S0266466600013384_ref013","volume-title":"Probability theory I","author":"Loeve","year":"1977"},{"key":"S0266466600013384_ref026","doi-asserted-by":"publisher","DOI":"10.2307\/1926296"},{"key":"S0266466600013384_ref014","doi-asserted-by":"publisher","DOI":"10.1080\/07474938408800060"},{"key":"S0266466600013384_ref002","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176343842"},{"key":"S0266466600013384_ref024","doi-asserted-by":"publisher","DOI":"10.2307\/1913132"},{"key":"S0266466600013384_ref023","doi-asserted-by":"publisher","DOI":"10.2307\/1913473"},{"key":"S0266466600013384_ref001","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600011117"},{"key":"S0266466600013384_ref006","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-642-45529-2"},{"key":"S0266466600013384_ref007","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(81)90023-3"},{"key":"S0266466600013384_ref018","unstructured":"Newey, W.K. Generic uniqueness of the population quasi-maximum likelihood parameters. mimeo, Princeton University (1986)."},{"key":"S0266466600013384_ref017","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(93)90078-J"},{"key":"S0266466600013384_ref012","doi-asserted-by":"crossref","first-page":"213","DOI":"10.1080\/07311768208800017","article-title":"Robust estimation in econometrics","volume":"1","author":"Koenker","year":"1982","journal-title":"Econometric Reviews"},{"key":"S0266466600013384_ref016","unstructured":"McDonald, J.B. & Newey, W.K. . A generalized stochastic specification in econometric models. Brigham Young University mimeo (1984)."},{"key":"S0266466600013384_ref005","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176345863"},{"key":"S0266466600013384_ref011","unstructured":"Klein, R. & Spady, R. . Quasi-maximum likelihood as a parametric approach to robust estimation. Working paper, Bell Communications Research (1984)."}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600013384","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2021,11,9]],"date-time":"2021-11-09T05:01:39Z","timestamp":1636434099000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600013384\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1988,12]]},"references-count":26,"journal-issue":{"issue":"3","published-print":{"date-parts":[[1988,12]]}},"alternative-id":["S0266466600013384"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600013384","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1988,12]]}}}