Data driven robust estimation methods for fixed effects panel data models
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Cites work
- A class of robust and fully efficient regression estimators
- A comparison of related density-based minimum divergence estimators
- A parametric framework for the comparison of methods of very robust regression
- Asymptotic behavior of general M-estimates for regression and scale with random carriers
- Benefits and limitations of panel data
- Breakdown and groups. (With discussions and rejoinder)
- Comprehensive Definitions of Breakdown Points for Independent and Dependent Observations
- Econometric analysis of cross section and panel data.
- Econometric Applications of the Forward Search in Regression: Robustness, Diagnostics, and Graphics
- Efficiency versus robustness: The case for minimum Hellinger distance and related methods
- Estimating the model with fixed and random effects by a robust method
- Exploring multivariate data with the forward search.
- Extensions of the Forward Search to Time Series
- High breakdown-point and high efficiency robust estimates for regression
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 194744 (Why is no real title available?)
- scientific article; zbMATH DE number 2115411 (Why is no real title available?)
- Least Median of Squares Regression
- Normalized estimating equation for robust parameter estimation
- On B-robust instrumental variable estimation of the linear model with panel data.
- On One-Step GM Estimates and Stability of Inferences in Linear Regression
- On the Pooling of Time Series and Cross Section Data
- One-step robust estimation of fixed-effects panel data models
- Panel data analysis -- advantages and challenges (with comments and rejoinder)
- Reweighted least trimmed squares: an alternative to one-step estimators
- Robust analysis of variance based upon a likelihood ratio criterion
- Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models
- Robust and efficient estimation by minimising a density power divergence
- Robust Estimation of a Location Parameter
- Robust estimation with a modified Huber's loss for partial functional linear models based on splines
- Robust estimators for the fixed effects panel data model
- Robust parameter estimation with a small bias against heavy contamination
- Robust regression with both continuous and categorical predictors
- Robust Statistics
- Robust Variable Selection With Exponential Squared Loss
- The forward search: theory and data analysis
- The Use of Error Components Models in Combining Cross Section with Time Series Data
Cited in
(5)- Robust linear static panel data models using -contamination
- Robust estimation of dynamic fixed-effects panel data models
- Robust estimation procedure in panel data model
- On robust M, S and MM estimations for the Poisson fixed effects panel model with outliers: simulation and applications
- Robust estimation method for panel interval-valued data model with fixed effects
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