Data driven robust estimation methods for fixed effects panel data models
From MaRDI portal
Publication:5083323
DOI10.1080/00949655.2021.1996576OpenAlexW3208285582MaRDI QIDQ5083323
Soutir Bandyopadhyay, Beste Hamiye Beyaztas
Publication date: 22 June 2022
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2011.11123
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A parametric framework for the comparison of methods of very robust regression
- Reweighted least trimmed squares: an alternative to one-step estimators
- High breakdown-point and high efficiency robust estimates for regression
- Estimating the model with fixed and random effects by a robust method
- Robust parameter estimation with a small bias against heavy contamination
- Efficiency versus robustness: The case for minimum Hellinger distance and related methods
- Exploring multivariate data with the forward search.
- Robust regression with both continuous and categorical predictors
- A class of robust and fully efficient regression estimators
- On B-robust instrumental variable estimation of the linear model with panel data.
- Normalized estimating equation for robust parameter estimation
- Robust estimation with a modified Huber's loss for partial functional linear models based on splines
- One-step robust estimation of fixed-effects panel data models
- Panel data analysis -- advantages and challenges (with comments and rejoinder)
- The forward search: theory and data analysis
- Breakdown and groups. (With discussions and rejoinder)
- A comparison of related density-based minimum divergence estimators
- Least Median of Squares Regression
- Extensions of the Forward Search to Time Series
- Econometric Applications of the Forward Search in Regression: Robustness, Diagnostics, and Graphics
- Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models
- Robust analysis of variance based upon a likelihood ratio criterion
- Asymptotic behavior of general M-estimates for regression and scale with random carriers
- On One-Step GM Estimates and Stability of Inferences in Linear Regression
- On the Pooling of Time Series and Cross Section Data
- Robust and efficient estimation by minimising a density power divergence
- Comprehensive Definitions of Breakdown Points for Independent and Dependent Observations
- Benefits and limitations of panel data
- Robust Variable Selection With Exponential Squared Loss
- Robust estimators for the fixed effects panel data model
- Robust Statistics
- Robust Estimation of a Location Parameter
- The Use of Error Components Models in Combining Cross Section with Time Series Data
