Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models
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- P. Čížek & M. Aquaro, 2018. "Robust estimation and moment selection in dynamic fixed-effects panel data models," Computational Statistics, Springer, vol. 33(2), pages 675-708, June.
- Cizek, P. & Aquaro, M., 2015. "Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models," Other publications TiSEM 39d0f613-007f-4d21-b1e2-b, Tilburg University, School of Economics and Management.
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- Dhaene, Geert & Zhu, Yu, 2017. "Median-based estimation of dynamic panel models with fixed effects," Computational Statistics & Data Analysis, Elsevier, vol. 113(C), pages 398-423.
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More about this item
Keywords
dynamic panel data; fixed effects; generalized method of moments; influence function; pairwise differences; robust estimation;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2015-02-05 (Econometrics)
- NEP-ORE-2015-02-05 (Operations Research)
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