Robust estimation and moment selection in dynamic fixed-effects panel data models

DOI10.1007/s00180-017-0782-7zbMath1417.62343OpenAlexW3124739277WikidataQ59605269 ScholiaQ59605269MaRDI QIDQ1643003

M. Aquaro, Pavel Čížek

Publication date: 18 June 2018

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-017-0782-7

zbMATH Keywords

generalized method of momentsinfluence functiondynamic panel datapairwise differences

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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