Estimating the Model with Fixed and Random Effects by a Robust Method
Author
Abstract
Suggested Citation
DOI: 10.1007/s11009-014-9432-5
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Verardi Vincenzo & Wagner Joachim, 2011.
"Robust Estimation of Linear Fixed Effects Panel Data Models with an Application to the Exporter Productivity Premium,"
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(4), pages 546-557, August.
- Vincenzo Verardi & Joachim Wagner, 2010. "Robust Estimation of Linear Fixed Effects Panel Data Models with an Application to the Exporter Productivity Premium," Working Paper Series in Economics 168, University of Lüneburg, Institute of Economics.
- Verardi, Vincenzo & Wagner, Joachim, 2010. "Robust Estimation of Linear Fixed Effects Panel Data Models with an Application to the Exporter Productivity Premium," IZA Discussion Papers 4928, Institute of Labor Economics (IZA).
- Vincenzo Verardi & Joachim Wagner, 2011. "Robust estimation of linear fixed effects panel data models with an application to the exporter productivity premium," ULB Institutional Repository 2013/253376, ULB -- Universite Libre de Bruxelles.
- Hausman, Jerry A & Taylor, William E, 1981.
"Panel Data and Unobservable Individual Effects,"
Econometrica, Econometric Society, vol. 49(6), pages 1377-1398, November.
- Hausman, Jerry A. & Taylor, William E., 1981. "Panel data and unobservable individual effects," Journal of Econometrics, Elsevier, vol. 16(1), pages 155-155, May.
- J. A. Hausman & W. E. Taylor, 1980. "Panel Data and Unobservable Individual Effects," Working papers 255, Massachusetts Institute of Technology (MIT), Department of Economics.
- Hausman, Jerry, 2015.
"Specification tests in econometrics,"
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 38(2), pages 112-134.
- Hausman, Jerry A, 1978. "Specification Tests in Econometrics," Econometrica, Econometric Society, vol. 46(6), pages 1251-1271, November.
- J. A. Hausman, 1976. "Specification Tests in Econometrics," Working papers 185, Massachusetts Institute of Technology (MIT), Department of Economics.
- Koenker, Roger, 2004. "Quantile regression for longitudinal data," Journal of Multivariate Analysis, Elsevier, vol. 91(1), pages 74-89, October.
- Cameron, A. Colin & Gelbach, Jonah B. & Miller, Douglas L., 2011.
"Robust Inference With Multiway Clustering,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 238-249.
- A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller, 2011. "Robust Inference With Multiway Clustering," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(2), pages 238-249, April.
- A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller, 2006. "Robust Inference with Multi-way Clustering," NBER Technical Working Papers 0327, National Bureau of Economic Research, Inc.
- Catherine Dehon & Marjorie Gassner & Vincenzo Verardi, 2009. "Beware of ‘Good’ Outliers and Overoptimistic Conclusions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(3), pages 437-452, June.
- Bocek, P. & Lachout, P., 1995. "Linear programming approach to LMS-estimation," Computational Statistics & Data Analysis, Elsevier, vol. 19(2), pages 129-134, February.
- White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-838, May.
- Maria Caterina Bramati & Christophe Croux, 2007. "Robust estimators for the fixed effects panel data model," Econometrics Journal, Royal Economic Society, vol. 10(3), pages 521-540, November.
- Vincenzo Verardi & Christophe Croux, 2009. "Robust regression in Stata," Stata Journal, StataCorp LP, vol. 9(3), pages 439-453, September.
- Cragg, John G, 1983. "More Efficient Estimation in the Presence of Heteroscedasticity of Unknown Form," Econometrica, Econometric Society, vol. 51(3), pages 751-763, May.
- Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
- Maddala, G S, 1971. "The Use of Variance Components Models in Pooling Cross Section and Time Series Data," Econometrica, Econometric Society, vol. 39(2), pages 341-358, March.
- Wallace, T D & Hussain, Ashiq, 1969. "The Use of Error Components Models in Combining Cross Section with Time Series Data," Econometrica, Econometric Society, vol. 37(1), pages 55-72, January.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Joachim Wagner, 2016.
"From Estimation Results to Stylized Facts: Twelve Recommendations for Empirical Research in International Activities of Heterogeneous Firms,"
World Scientific Book Chapters, in: Microeconometrics of International Trade, chapter 15, pages 479-514,
World Scientific Publishing Co. Pte. Ltd..
- Joachim Wagner, 2011. "From Estimation Results to Stylized Facts Twelve Recommendations for Empirical Research in International Activities of Heterogeneous Firms," De Economist, Springer, vol. 159(4), pages 389-412, December.
- Wagner, Joachim, 2010. "From Estimation Results to Stylized Facts: Twelve Recommendations for Empirical Research in International Activities of Heterogeneous Firms," IZA Discussion Papers 5175, Institute of Labor Economics (IZA).
- Joachim Wagner, 2010. "From estimation results to stylized facts. Twelve recommendations for empirical research in international activities of heterogeneous firms," Working Paper Series in Economics 186, University of Lüneburg, Institute of Economics.
- Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118, March.
- Georges Bresson & Guy Lacroix & Mohammad Arshad Rahman, 2021.
"Bayesian panel quantile regression for binary outcomes with correlated random effects: an application on crime recidivism in Canada,"
Empirical Economics, Springer, vol. 60(1), pages 227-259, January.
- Georges Bresson & Guy Lacroix & Mohammad Arshad Rahman, 2020. "Bayesian Panel Quantile Regression for Binary Outcomes with Correlated Random Effects: An Application on Crime Recidivism in Canada," Papers 2001.09295, arXiv.org.
- Georges Bresson & Guy Lacroix & Mohammad Arshad Rahman, 2020. "Bayesian Panel Quantile Regression for Binary Outcomes with Correlated Random Effects: An Application on Crime Recidivism in Canada," CIRANO Working Papers 2020s-08, CIRANO.
- Georges Bresson & Guy Lacroix & Mohammad Arshad Rahman, 2020. "Bayesian panel quantile regression for binary outcomes with correlated random effects: an application on crime recidivism in Canada," Post-Print hal-04129345, HAL.
- Bresson, Georges & Lacroix, Guy & Arshad Rahman, Mohammad, 2020. "Bayesian Panel Quantile Regression for Binary Outcomes with Correlated Random Effects: An Application on Crime Recidivism in Canada," IZA Discussion Papers 12928, Institute of Labor Economics (IZA).
- Agnese, Paolo & Arduino, Francesca Romana & Bruno, Emma & Vento, Gianfranco Antonio, 2024. "On the road to sustainability: The role of board characteristics in driving ESG performance in Africa," Socio-Economic Planning Sciences, Elsevier, vol. 95(C).
- Cho, Guedae & Sheldon, Ian M. & McCorriston, Steve, 2000. "Exchange Rate Misalignment And Agricultural Trade," 2000 Annual meeting, July 30-August 2, Tampa, FL 21824, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- O'Brien, Raymond & Patacchini, Eleonora, 2003. "Testing the exogeneity assumption in panel data models with "non classical" disturbances," Discussion Paper Series In Economics And Econometrics 0302, Economics Division, School of Social Sciences, University of Southampton.
- Aynur Pala, 2014. "The Effect of Valuation Ratios, Gold Price, and Petroleum Price on Equity Returns: A Comparison of Static Panel and Quantile Regressions," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 4(1), pages 80-89, January.
- Neil Foster-McGregor & Anders Isaksson & Florian Kaulich, 2014.
"Importing, exporting and performance in sub-Saharan African manufacturing firms,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 150(2), pages 309-336, May.
- Neil Foster-McGregor & Anders Isaksson & Florian Kaulich, 2013. "Importing, Exporting and Performance in Sub-Saharan African Manufacturing Firms," wiiw Working Papers 96, The Vienna Institute for International Economic Studies, wiiw.
- Joachim Wagner & John P. Weche Gelübcke, 2015.
"Access to finance, foreign ownership and foreign takeovers in Germany,"
Applied Economics, Taylor & Francis Journals, vol. 47(29), pages 3092-3112, June.
- Weche Gelübcke, John P. & Wagner, Joachim, 2014. "Access to Finance, Foreign Ownership, and Foreign Takeovers in Germany," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100295, Verein für Socialpolitik / German Economic Association.
- Letta, Marco & Montalbano, Pierluigi & Tol, Richard S.J., 2018.
"Temperature shocks, short-term growth and poverty thresholds: Evidence from rural Tanzania,"
World Development, Elsevier, vol. 112(C), pages 13-32.
- Marco Letta & Pierluigi Montalbano & Richard S.J. Tol, 2017. "Temperature shocks, growth and poverty thresholds: evidence from rural Tanzania," Working Paper Series 2117, Department of Economics, University of Sussex Business School.
- Marco Letta & Pierluigi Montalbano & Richard S.J. Tol, 2017. "Temperature shocks, growth and poverty thresholds: evidence from rural Tanzania," Working Papers 13/17, Sapienza University of Rome, DISS.
- Denis Chetverikov & Bradley Larsen & Christopher Palmer, 2016.
"IV Quantile Regression for Group‐Level Treatments, With an Application to the Distributional Effects of Trade,"
Econometrica, Econometric Society, vol. 84, pages 809-833, March.
- Denis Chetverikov & Bradley Larsen & Christopher Palmer, 2015. "IV Quantile Regression for Group-level Treatments, with an Application to the Distributional Effects of Trade," NBER Working Papers 21033, National Bureau of Economic Research, Inc.
- Maria Giuseppina Bruna & Rey Đặng & Aymen Ammari & L'Hocine Houanti, 2021. "The effect of board gender diversity on corporate social performance: An instrumental variable quantile regression approach," Post-Print hal-04455603, HAL.
- Mittag, Nikolas, 2012. "New methods to estimate models with large sets of fixed effects with an application to matched employer-employee data from Germany," FDZ Methodenreport 201201_en, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Iñaki Mauleón, 1987. "Problemas prácticos en el tratamiento econométrico de datos "cross-section"," Investigaciones Economicas, Fundación SEPI, vol. 11(1), pages 41-94, January.
- repec:iab:iabfme:201201(en is not listed on IDEAS
- Mitch Kunce, 2021. "The Impact of Socioeconomic Factors on State Suicide Rates: Revisited," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 10(4), pages 1-1.
- Ella Oyono, Dieudonné, 2006. "Effets réels des régimes de change dans les pays en développement," L'Actualité Economique, Société Canadienne de Science Economique, vol. 82(3), pages 319-340, septembre.
- Gilles Dufrenot & Valerie Mignon & Charalambos Tsangarides, 2010.
"The trade-growth nexus in the developing countries: a quantile regression approach,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 146(4), pages 731-761, December.
- Gilles Dufrénot & Valérie Mignon & Charalambos Tsangarides, 2009. "The Trade-Growth Nexus in the Developing Countries: a Quantile Regression Approach," Working Papers 2009-04, CEPII research center.
- Julio Peña-Torres & Michael Basch & Sebastian Vergara, "undated".
"Downward Adjustments in a Cyclical Environment: The Case of Chilean Pelagic Fisheries,"
ILADES-UAH Working Papers
inv143, Universidad Alberto Hurtado/School of Economics and Business.
- Julio Peña-Torres(Georgetown University/Ilades), Sebastián Vergara(ECLAC), Michael Basch(University of Chile), 2004. "Downward Adjustments in a Cyclical Environment: The Case of Chilean Pelagic Fisheries," Working Papers gueconwpa~04-04-12, Georgetown University, Department of Economics.
- Griliches, Zvi & Hausman, Jerry A., 1986.
"Errors in variables in panel data,"
Journal of Econometrics, Elsevier, vol. 31(1), pages 93-118, February.
- Zvi Griliches & Jerry A. Hausman, 1984. "Errors in Variables in Panel Data," NBER Technical Working Papers 0037, National Bureau of Economic Research, Inc.
- Verardi Vincenzo & Wagner Joachim, 2011.
"Robust Estimation of Linear Fixed Effects Panel Data Models with an Application to the Exporter Productivity Premium,"
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(4), pages 546-557, August.
- Verardi, Vincenzo & Wagner, Joachim, 2010. "Robust Estimation of Linear Fixed Effects Panel Data Models with an Application to the Exporter Productivity Premium," IZA Discussion Papers 4928, Institute of Labor Economics (IZA).
- Vincenzo Verardi & Joachim Wagner, 2011. "Robust estimation of linear fixed effects panel data models with an application to the exporter productivity premium," ULB Institutional Repository 2013/253376, ULB -- Universite Libre de Bruxelles.
- Vincenzo Verardi & Joachim Wagner, 2010. "Robust Estimation of Linear Fixed Effects Panel Data Models with an Application to the Exporter Productivity Premium," Working Paper Series in Economics 168, University of Lüneburg, Institute of Economics.
More about this item
Keywords
Linear regression model; The least weighted squares; Fixed and random effects; Numerical simulations;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:metcap:v:17:y:2015:i:4:d:10.1007_s11009-014-9432-5. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.