Robust estimation methods for fixed effect panel data model having block-concentrated outliers

Robust estimation methods for fixed effect panel data model having block-concentrated outliers

The Ordinary Least Squares (OLS) is the commonly used method to estimate the parameters of fixed effect panel data model. However, the method is tremendously affected by the presence of outliers. In addressing the problem, we proposed new and improved robust estimators to provide resilient estimates...

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書目詳細資料
主要作者:	Abu Bakar @ Harun, Nor Mazlina
格式:	Thesis
語言:	English
出版:	2019
主題:	Outliers (Statistics) Robust optimization
在線閱讀:	http://psasir.upm.edu.my/id/eprint/79216/1/IPM%202019%2015%20ir.pdf
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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