Robust estimation and empirical likelihood inference with exponential squared loss for panel data models-Reference-Cited by-同舟云学术

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Robust estimation and empirical likelihood inference with exponential squared loss for panel data models

Published:2018-03 Issue: Volume:164 Page:19-23
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Li Shaomin,Wang Kangning,Ren Yanyan

Funder

NSF

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference20 articles.

1. Econometric Analysis of Panel Data;Baltagi,2008

2. A robust Hausman–Taylor estimator;Baltagi,2012

3. Robust panel data methods and influential observations;Baltagi,2015

4. A robust approach to longitudinal data analysis;Cantoni;Canad. J. Statist.,2004

5. Median-based estimation of dynamic panel models with fixed effects;Dhaene;Comput. Statist. Data Anal,2016

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Robust estimation with exponential squared loss for partially linear panel data model with fixed effects;Communications in Statistics - Theory and Methods;2023-06-27

2. Robust empirical likelihood inference for partially linear varying coefficient models with longitudinal data;Journal of Statistical Computation and Simulation;2022-11-29

3. Analysis of the Forecast Price as a Factor of Sustainable Development of Agriculture;Agronomy;2021-06-18

4. Learning under (1 + ϵ)-moment conditions;Applied and Computational Harmonic Analysis;2020-09

5. Empirical likelihood-based unified confidence region for a predictive regression model;Communications in Statistics - Simulation and Computation;2019-10-03

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