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

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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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Bibliographic Details
Main Author:	Abu Bakar @ Harun, Nor Mazlina
Format:	Thesis
Language:	English
Published:	2019
Subjects:	Outliers (Statistics) Robust optimization
Online Access:	http://psasir.upm.edu.my/id/eprint/79216/ http://psasir.upm.edu.my/id/eprint/79216/1/IPM%202019%2015%20ir.pdf

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