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Robust Linear Static Panel Data Models Using Ε-Contamination
Baltagi, Badi H. - 2014
The paper develops a general Bayesian framework for robust linear static panel data models using ε-contamination. A two … performance of our estimator relative to classic panel estimators using data on earnings and crime …
Persistent link: https://www.econbiz.de/10013042986
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The Factors of Growth of Small Family Businesses – a Robust Estimation of the Behavioural Consistency in Panel Data Models
Benacek, Vladimir - 2018
observations that can lead to erroneous conclusions when using the classic estimators; this is a quite unique approach in panel … least trimmed squares (LTS). In its second part we apply this method on the panel data of 28 countries in 2002–2008 testing …
Persistent link: https://www.econbiz.de/10012918888
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Robust Linear Static Panel Data Models Using Ε-Contamination
Baltagi, Badi H. - 2018
The paper develops a general Bayesian framework for robust linear static panel data models using ε-contamination. A two …
Persistent link: https://www.econbiz.de/10012919765
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Robustness and the general dynamic factor model with infinite-dimensional space : identification, estimation, and forecasting
Trucíos, Carlos; Mazzeu, João H. G.; Hotta, Luiz K.; … - In: International journal of forecasting 37 (2021) 4, pp. 1520-1534
Persistent link: https://www.econbiz.de/10013274311
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Pairwise Differences Estimators in Linear Fixed Effects Models
Zhang, Ziye - 2021
: 1) using the default i.i.d. standard errors in the homoscedastic panel data with the within-cluster error correlations …
Persistent link: https://www.econbiz.de/10013214185
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Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
Kim, Min Seong; Sun, Yixiao - In: Journal of econometrics 177 (2013) 1, pp. 85-108
Persistent link: https://www.econbiz.de/10010189873
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Debt, inflation and growth : robust estimation of long-run effects in dynamic panel data models
Chudik, Alexander; Mohaddes, Kamiar; Pesaran, M. Hashem; … - 2013
Persistent link: https://www.econbiz.de/10010210166
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Robust Two-Stage Estimation in General Spatial Dynamic Panel Data Models
Ding, Hao; Jin, Baisuo; Wu, Yuehua - 2021
This paper proposes a robust two-stage estimation procedure for a general spatial dynamic panel data model in light of …
Persistent link: https://www.econbiz.de/10013312263
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Robust LM tests for spatial dynamic panel data models
Bera, Anil K.; Doğan, Osman; Taṣpınar, Süleyman; … - In: Regional science & urban economics 76 (2019), pp. 47-66
Persistent link: https://www.econbiz.de/10012267310
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Robust Standard Error Estimation in Fixed-Effects Panel Models
Kezdi, Gabor - 2004
The paper focuses on standard error estimation in FE models if there is serial correlation in the error process. Applied researchers have often ignored the problem, probably because major statistical packages do not estimate robust standard errors in FE models. Not surprisingly, this can lead to...
Persistent link: https://www.econbiz.de/10014069458