Robust estimators for the fixed effects panel data model
- 17 September 2007
- journal article
- Published by Oxford University Press (OUP) in The Econometrics Journal
- Vol. 10 (3), 521-540
- https://doi.org/10.1111/j.1368-423x.2007.00220.x
Abstract
No abstract availableKeywords
This publication has 26 references indexed in Scilit:
- Estimation of variance components with high breakdown point and high efficiencyBiometrika, 2001
- Econometric applications of high-breakdown robust regression techniquesEconomics Letters, 2001
- Outlier robust analysis of long-run marketing effects for weekly scanning dataJournal of Econometrics, 1998
- Computing S Estimators for Regression and Multivariate Location/DispersionJournal of Computational and Graphical Statistics, 1992
- On One-Step GM Estimates and Stability of Inferences in Linear RegressionJournal of the American Statistical Association, 1992
- Unmasking Multivariate Outliers and Leverage PointsJournal of the American Statistical Association, 1990
- Unmasking Multivariate Outliers and Leverage PointsJournal of the American Statistical Association, 1990
- Least Median of Squares RegressionJournal of the American Statistical Association, 1984
- Least Median of Squares RegressionJournal of the American Statistical Association, 1984
- The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic DataTechnometrics, 1974