Robust estimators for the fixed effects panel data model

DOI10.1111/j.1368-423X.2007.00220.xzbMath1126.62014MaRDI QIDQ5433622

Maria Caterina Bramati, Christophe Croux

Publication date: 9 January 2008

Published in: The Econometrics Journal (Search for Journal in Brave)

zbMATH Keywords

robustnessbreakdown pointfixed effects model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

One-step robust estimation of fixed-effects panel data models, Robust estimation and moment selection in dynamic fixed-effects panel data models, Median-based estimation of dynamic panel models with fixed effects, Consistent estimation of linear panel data models with measurement error, Detection of outliers in panel data of intervention effects model based on variance of remainder disturbance, Data driven robust estimation methods for fixed effects panel data models, Robust density power divergence estimates for panel data models, Estimating the model with fixed and random effects by a robust method, Semiparametric robust estimation of truncated and censored regression models, Testing inference in heteroskedastic fixed effects models, A Framework of Learning Through Empirical Gain Maximization

Uses Software

• robustbase

Cites Work

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