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Robust standard errors in transformed likelihood estimation of dynamic panel data models
Hayakawa, Kazuhiko; Pesaran, M. Hashem - 2012
Persistent link: https://www.econbiz.de/10009580056
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Robust estimation under error cross section dependence
Moscone, F.; Tosetti, Elisa - In: Economics letters 133 (2015), pp. 100-104
Persistent link: https://www.econbiz.de/10011432031
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Robust estimation and moment selection in dynamic fixed-effects panel data models
Čížek, Pavel; Aquaro, Michele - 2015
Persistent link: https://www.econbiz.de/10011348907
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Analyzing repeated-game economics experiments : robust standard errors for panel data with serial correlation
Vossler, Christian Allen - In: Handbook on experimental economics and the environment, (pp. 89-112). 2013
Persistent link: https://www.econbiz.de/10009717861
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The factors of growth of small family businesses : a robust estimation of the behavioural consistency in panel data models
Benáček, Vladimír; Michalíková, Eva - In: Prague economic papers : a bimonthly journal of … 25 (2016) 1, pp. 85-98
Persistent link: https://www.econbiz.de/10011454238
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Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
Hayakawa, Kazuhiko; Pesaran, M. Hashem - In: Journal of econometrics 188 (2015) 1, pp. 110-134
Persistent link: https://www.econbiz.de/10011500265
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Robust linear static panel data models using [epsilon]-contamination
Baltagi, Badi H.; Bresson, Georges; Chaturvedi, Anoop; … - 2015
Persistent link: https://www.econbiz.de/10011411477
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A robust approach to longitudinal data analysis
Cantoni, Eva - 2002
Persistent link: https://www.econbiz.de/10001705704
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Outlier robust estimation of an Euler equation investment model with German firm level panel data
Janz, Norbert Helmut - In: Contributions to modern econometrics : from data …, (pp. 87-103). 2002
Persistent link: https://www.econbiz.de/10001905134
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One-Step Robust Estimation of Fixed-Effects Panel Data Models
Aquaro, Michele - 2010
The panel-data regression models are frequently applied to micro-level data, which often suffer from data contamination …, there are only a few robust estimation methods available for fixed-effect panel data. Aiming at estimation under weak moment …
Persistent link: https://www.econbiz.de/10013136876