Robust estimators for the fixed effects panel data model
Author:
Affiliation:
1. ECARES and Department of Mathematics, Université Libre de Bruxelles, Belgium E‐mail: mbramati@ulb.ac.be
2. Faculty of Economics and Management, K.U.Leuven, Belgium E‐mail: christophe.croux@econ.kuleuven.ac.be
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics
Link
http://academic.oup.com/ectj/article-pdf/10/3/521/25775047/ectj0521.pdf
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2. Influence function and efficiency of the minimum covariance determinant scatter matrix estimator;Croux;Journal of Multivariate Analysis,1999
3. Asymptotic behaviour of S‐estimates of multivariate location parameters and dispersion matrices;Davies;Annals of Statistics,1987
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