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...
Saved in:
| 主要作者: | |
|---|---|
| 格式: | Thesis |
| 语言: | English |
| 出版: |
2019
|
| 主题: | |
| 在线阅读: | http://psasir.upm.edu.my/id/eprint/79216/1/IPM%202019%2015%20ir.pdf |
| 标签: |
添加标签
没有标签, 成为第一个标记此记录!
|
成为第一个发表评论!