A Robust Hausman–Taylor Estimator

DOI10.1108/S0731-9053(2012)0000029012zbMath1453.62507OpenAlexW170032974MaRDI QIDQ5133580

Badi H. Baltagi, Georges Bresson

Publication date: 10 November 2020

Published in: Essays in Honor of Jerry Hausman (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1108/s0731-9053(2012)0000029012

zbMATH Keywords

panel databad leverage pointsHausman-Taylor estimationtwo-stage generalized mean square (MS) estimatorvertical outliers

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric robustness (62G35) Statistics of extreme values; tail inference (62G32) Causal inference from observational studies (62D20)

Related Items (4)

Median-based estimation of dynamic panel models with fixed effects ⋮ Robust linear static panel data models using \(\varepsilon\)-contamination ⋮ A Hausman-Taylor instrumental variable approach to the penalized estimation of quantile panel models ⋮ Robust estimation and empirical likelihood inference with exponential squared loss for panel data models

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