Pages that link to "Item:Q5433622"

The following pages link to Robust estimators for the fixed effects panel data model (Q5433622):

Displaying 20 items.

• Doubly robust difference-in-differences estimators (Q101594) (← links)
• Semiparametric robust estimation of truncated and censored regression models (Q527951) (← links)
• Estimating the model with fixed and random effects by a robust method (Q905235) (← links)
• Robust inferences from random clustered samples: an application using data from the panel study of income dynamics. (Q1605261) (← links)
• Robust estimation and moment selection in dynamic fixed-effects panel data models (Q1643003) (← links)
• Median-based estimation of dynamic panel models with fixed effects (Q1658177) (← links)
• Detection of outliers in panel data of intervention effects model based on variance of remainder disturbance (Q1666883) (← links)
• Robust linear static panel data models using \(\varepsilon\)-contamination (Q1680195) (← links)
• On B-robust instrumental variable estimation of the linear model with panel data. (Q1858918) (← links)
• Testing inference in heteroskedastic fixed effects models (Q2256332) (← links)
• One-step robust estimation of fixed-effects panel data models (Q2359510) (← links)
• Consistent estimation of linear panel data models with measurement error (Q2399531) (← links)
• Robust estimation of dynamic fixed-effects panel data models (Q2442685) (← links)
• Robust Priors in Nonlinear Panel Data Models (Q3623079) (← links)
• A Framework of Learning Through Empirical Gain Maximization (Q5004380) (← links)
• Data driven robust estimation methods for fixed effects panel data models (Q5083323) (← links)
• Application of M-Estimators to Cross-Section Effect Models (Q5697367) (← links)
• Robust estimation procedure in panel data model (Q6075652) (← links)
• Robust density power divergence estimates for panel data models (Q6175877) (← links)
• Robust estimation for linear panel data models (Q6617389) (← links)