One-step robust estimation of fixed-effects panel data models

DOI10.1016/j.csda.2012.07.003zbMath1365.62264OpenAlexW1533950391MaRDI QIDQ2359510

Pavel Čížek, M. Aquaro

Publication date: 29 June 2017

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://pure.uvt.nl/ws/files/1273322/2010-110.pdf

zbMATH Keywords

fixed effectspanel databreakdown pointrobust estimation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (7)

On the semi-varying coefficient dynamic panel data model with autocorrelated errors ⋮ Robust estimation and moment selection in dynamic fixed-effects panel data models ⋮ Median-based estimation of dynamic panel models with fixed effects ⋮ Data driven robust estimation methods for fixed effects panel data models ⋮ Robust density power divergence estimates for panel data models ⋮ Robust estimation of dynamic fixed-effects panel data models ⋮ Special issue on robust analysis of complex data

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