Robust estimators for the fixed effects panel data model
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Recommendations
- One-step robust estimation of fixed-effects panel data models
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- Estimating the model with fixed and random effects by a robust method
Cites work
- Econometric applications of high-breakdown robust regression techniques
- Estimation of variance components with high breakdown point and high efficiency
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 805005 (Why is no real title available?)
- Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
- Least Median of Squares Regression
- 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 computation and efficiency of a HBP-GM estimator some simulation results
- Outlier robust analysis of long-run marketing effects for weekly scanning data
- Robust inference with GMM estimators
- Robust regression with a distributed intercept using least median of squares
- Robust regression with both continuous and categorical predictors
- Robust Statistics
- Robust Statistics
- The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data
Cited in
(25)- Doubly robust difference-in-differences estimators
- Robust inferences from random clustered samples: an application using data from the panel study of income dynamics.
- Robust estimation and moment selection in dynamic fixed-effects panel data models
- Median-based estimation of dynamic panel models with fixed effects
- Detection of outliers in panel data of intervention effects model based on variance of remainder disturbance
- Robust linear static panel data models using -contamination
- On B-robust instrumental variable estimation of the linear model with panel data.
- Testing inference in heteroskedastic fixed effects models
- One-step robust estimation of fixed-effects panel data models
- Consistent estimation of linear panel data models with measurement error
- Robust estimation of dynamic fixed-effects panel data models
- Robust Priors in Nonlinear Panel Data Models
- A Framework of Learning Through Empirical Gain Maximization
- Data driven robust estimation methods for fixed effects panel data models
- _1 regressions: Gini estimators for fixed effects panel data
- Semiparametric robust estimation of truncated and censored regression models
- Outlier robust estimation of an Euler equation investment model with German firm level panel data
- Application of M-Estimators to Cross-Section Effect Models
- Robust estimation procedure in panel data model
- Robust density power divergence estimates for panel data models
- Robust estimation of average treatment effects from panel data
- Robust estimation for linear panel data models
- On robust M, S and MM estimations for the Poisson fixed effects panel model with outliers: simulation and applications
- Robust extremile regression in high dimensions with Huber loss
- Estimating the model with fixed and random effects by a robust method
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