Lawrence J. Christiano, Solving the Stochastic Growth Model by Linear-Quadratic Approximation and by Value-Function Iteration, Journal of Business & Economic Statistics, Vol. 8, No. 1 (Jan., 1990), pp ...

Generalized linear models (GLMs) are widely used for data analysis; however, their likelihood estimators can be sensitive to outliers. We propose new statistical models that allow robust inferences ...