Robust estimators for the fixed effects panel data model

DOI10.1111/j.1368-423X.2007.00220.xzbMath1126.62014MaRDI QIDQ5433622

Maria Caterina Bramati, Christophe Croux

Publication date: 9 January 2008

Published in: The Econometrics Journal (Search for Journal in Brave)

zbMATH Keywords

robustnessbreakdown pointfixed effects model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (11)

One-step robust estimation of fixed-effects panel data models ⋮ Robust estimation and moment selection in dynamic fixed-effects panel data models ⋮ Median-based estimation of dynamic panel models with fixed effects ⋮ Consistent estimation of linear panel data models with measurement error ⋮ Detection of outliers in panel data of intervention effects model based on variance of remainder disturbance ⋮ Data driven robust estimation methods for fixed effects panel data models ⋮ Robust density power divergence estimates for panel data models ⋮ Estimating the model with fixed and random effects by a robust method ⋮ Semiparametric robust estimation of truncated and censored regression models ⋮ Testing inference in heteroskedastic fixed effects models ⋮ A Framework of Learning Through Empirical Gain Maximization

Uses Software

• robustbase

Cites Work

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