Median-based estimation of dynamic panel models with fixed effects

DOI10.1016/j.csda.2016.05.021zbMath1464.62061OpenAlexW2409171482MaRDI QIDQ1658177

Yu Zhu, Geert Dhaene

Publication date: 14 August 2018

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

Full work available at URL: https://doi.org/10.1016/j.csda.2016.05.021

zbMATH Keywords

robustnessinfluence functionfixed effectsadditive outliersdynamic panel databreakdown point

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) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (2)

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

Cites Work

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