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...
محفوظ في:
المؤلف الرئيسي: | Abu Bakar @ Harun, Nor Mazlina |
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التنسيق: | أطروحة |
اللغة: | English |
منشور في: |
2019
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الموضوعات: | |
الوصول للمادة أونلاين: | http://psasir.upm.edu.my/id/eprint/79216/1/IPM%202019%2015%20ir.pdf |
الوسوم: |
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مواد مشابهة
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Robust estimation methods for fixed effect panel data model having block-concentrated outliers
بواسطة: Nor Mazlina Abu Bakar @ Harun
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