Robust estimation and empirical likelihood inference with exponential squared loss for panel data models

DOI10.1016/J.ECONLET.2017.12.029zbMath1401.62077OpenAlexW2778317469WikidataQ115575664 ScholiaQ115575664MaRDI QIDQ1787341

Shaomin Li, Kang-Ning Wang, Yan-Yan Ren

Publication date: 5 October 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2017.12.029

zbMATH Keywords

panel dataempirical likelihoodrobust estimationexponential squared loss

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric robustness (62G35) Nonparametric estimation (62G05)

Related Items (3)

Empirical likelihood-based unified confidence region for a predictive regression model ⋮ Robust empirical likelihood inference for partially linear varying coefficient models with longitudinal data ⋮ Learning under \((1 + \epsilon)\)-moment conditions

Cites Work

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• The Oxford Handbook of Panel Data
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• Robust Variable Selection With Exponential Squared Loss
• Robust Estimating Functions and Bias Correction for Longitudinal Data Analysis
• Robust Estimation in Generalized Partial Linear Models for Clustered Data
• Robust Statistics

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