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In this paper, we consider a linear mixed model with measurement errors in fixed effects. We find the corrected score function estimators for the variance components. An iterative algorithm is proposed for estimating the parameters. The computations on each iteration of this algorithm are those...
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This paper extends an existing outlier-robust estimator of linear dynamic panel data models with fixed effects, which is based on the median ratio of two consecutive pairs of first-order differenced data. To improve its precision and robustness properties, a general procedure based on...
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