Robust estimation of panel data regression models and applications

DOI10.1080/03610926.2022.2050403OpenAlexW4220960353MaRDI QIDQ6078229

Bowen Wei, Unnamed Author, Aibing Ji

Publication date: 24 October 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://figshare.com/articles/journal_contribution/Robust_estimation_of_panel_data_regression_models_and_applications/19425246

zbMATH Keywords

robust estimationsupport vector regressionair quality index forecastingfixed effect panel data model

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• A penalized spline estimator for fixed effects panel data models
• BOOTSTRAP AND k-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS
• Some evidence on forecasting time-series with support vector machines
• Approximate estimation in nonlinear panel data models
• Variable selection of partially linear varying coefficient spatial autoregressive model

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