On B-robust instrumental variable estimation of the linear model with panel data.
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Cited in
(11)- Generalized method of trimmed moments
- Consistent estimation of linear panel data models with measurement error
- A natural robustification of the ordinary instrumental variables estimator
- Data driven robust estimation methods for fixed effects panel data models
- Median-based estimation of dynamic panel models with fixed effects
- Outlier robust estimation of an Euler equation investment model with German firm level panel data
- Robust estimation for linear panel data models
- One-step robust estimation of fixed-effects panel data models
- Robust estimation with many instruments
- Robust estimators for the fixed effects panel data model
- Semiparametric robust estimation of truncated and censored regression models
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