Robust estimation of dynamic fixed-effects panel data models

DOI10.1007/s00362-013-0545-7zbMath1295.62084OpenAlexW2165298576MaRDI QIDQ2442685

Pavel Čížek, M. Aquaro

Publication date: 1 April 2014

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-013-0545-7

zbMATH Keywords

fixed effectspanel databreakdown pointrobust estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (4)

Robust estimation and moment selection in dynamic fixed-effects panel data models ⋮ Median-based estimation of dynamic panel models with fixed effects ⋮ Cumulative sum estimator for change-point in panel data ⋮ Unequal spacing in dynamic panel data: identification and estimation

Cites Work

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• Initial conditions and moment restrictions in dynamic panel data models
• Quantile regression for dynamic panel data with fixed effects
• Median-based estimation of dynamic panel models with fixed effects
• Rank estimation of a generalized fixed-effects regression model
• One-step robust estimation of fixed-effects panel data models
• The Least Trimmed Differences Regression Estimator and Alternatives
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
• Econometric applications of high-breakdown robust regression techniques

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