[1] Aitken, A. C.: On least squares and linear combination of observations. Proc. Roy. Statist. Soc. 55 (1935), 42–48. Zbl 0011.26603

[2] Čížek, P.: Efficient robust estimation of time-series regression models. Appl. Math. 53 (2008), 267–279. MR 2411129 | Zbl 1189.62140

[3] Cohen-Freue, G. V., Zamar, R. H.: A robust instrumental variables estimator. J. Roy. Statist. Soc. (2011), (submitted).

[4] Cragg, J. G.: More efficient estimation in the presence of heteroscedasticity of unknown form. Econometrica 51 (1938), 751–763. MR 0712368

[5] Durbin, J., Watson, G. S.: Testing for serial correlation in least squares regression I. Biometrika 37 (1950), 409–428. MR 0039210 | Zbl 0039.35803

[6] Durbin, J., Watson, G. S.: Testing for serial correlation in least squares regression II. Biometrika 38 (1951), 159–178. MR 0042662 | Zbl 0042.38201

[7] Farebrother, R. W.: Pan’s procedure for the tail probabilities of the Durbin-Watson statistic. Appl. Stat. 29 (1980), 224–227. Zbl 0475.62044

[8] Gagliardini, P., Trojani, F., Urga, G.: Robust GMM tests for structural breaks. Journal of Econometrics 129 (2005), 139–182. MR 2209661

[9] Greene, W. H.: Econometric analysis. Macmillan, New York, 2002, Fifth edition.

[10] Hansen, L. P.: Large samples properties of generalized method of moments estimators. Econometrica 50 (1982), 1029–1054. MR 0666123

[11] Hekimoglu, S., Erenoglu, R. C., Kalina, J.: Outlier detection by means of robust regression estimators for use in engineering science. Journal of Zhejiang University Science A 10 (2009), 909–921. Zbl 1178.62015

[12] Jurečková, J., Picek, J.: Robust statistical methods with R. Chapman & Hall/CRC, Boca Raton, 2006. MR 2191689 | Zbl 1097.62020

[13] Jurečková, J., Sen, P. K.: Robust statistical procedures. Asymptotics and interrelations. Wiley, New York, 1996. MR 1387346

[14] Kalina, J.: On multivariate methods in robust econometrics. Prague economic papers 2011, (accepted, in print).

[15] Kalina, J.: Robust image analysis of faces for genetic applications. Eur. J. Biomed. Inf. 6, 2 (2010), 6–13.

[16] Kalina, J.: Asymptotic Durbin-Watson test for robust regression. Bull. Int. Statist. Inst. 62 (2007), 3406–3409.

[17] Ortelli, C., Trojani, F.: Robust efficient method of moments. Journal of Econometrics 128 (2005), 69–97. MR 2022927

[18] Rao, C. R.: Linear methods of statistical induction and their applications. Wiley, New York, 1973, Second edition. MR 0346957

[19] Rousseuw, P. J., Leroy A. M.: Robust regression and outlier detection. Wiley, New York, 1987. MR 0914792

[20] Rousseeuw, P. J., van Driessen, K.: Computing LTS regression for large data sets. Data Mining and Knowledge Discovery 12 (2006), 29–45. MR 2225526

[21] Sakata, S., White, H.: S-estimation of nonlinear regression models with dependent and heterogeneous observations. Journal of Econometrics 103 (2001), 5–72. MR 1838195 | Zbl 0998.62060

[22] Víšek, J. Á.: Robust error-term-scale estimate. In: Antoch, J., Hušková, M., Sen, P. K. (eds.) Nonparametrics and robustness in modern statistical inference and time series analysis, IMS Collections 7, Institute of Mathematical Statistics, Beachwood, Ohio, 2010, 254–267. MR 2808385

[23] Víšek, J. Á.: Instrumental weighted variables. Austrian J. Statist. 35 (2006), 379–387.

[24] Víšek, J. Á.: Robustifying generalized method of moments. In: Kupka, K. (ed.) Data analysis 2004/II, Progressive methods of statistical data analysis and modelling for research and technical practice, Trilobyte Statistical Software, Pardubice, 2005, 171–193.

[25] Víšek, J. Á.: Regression with high breakdown point. In: Antoch, J., Dohnal, G. (eds.) Proceedings of ROBUST 2000, Summer School of JČMF, JČMF and Czech Statistical Society, 2001, 324–356.

[26] Wooldridge, J. M.: Applications of generalized method of moments estimation. J. Econ. Perspect. 15, 4 (2001), 87–100.