Robust parameter estimation for fixed effect panel data model in the presence of heteroscedasticity and high leverage points

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Robust parameter estimation for fixed effect panel data model in the presence of heteroscedasticity and high leverage points

In the presence of unknown heteroscedasticity structure and anomalous observations such as High Leverage Points (HLPs), the variance-covariance matrix of the ordinary least squares (OLS) estimator become bias and inconsistent in linear as well as in fixed effect (FE) panel data model. As a remedial...

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Bibliographic Details
Main Authors:	Sani, Muhammad, Midi, Habshah, Arasan, Jayanthi
Format:	Article
Language:	English
Published:	Academy of Sciences Malaysia 2019
Online Access:	http://psasir.upm.edu.my/id/eprint/82039/ http://psasir.upm.edu.my/id/eprint/82039/1/Robust%20parameter%20estimation%20for%20fixed%20effect%20panel%20data%20model%20in%20the%20presence%20of%20heteroscedasticity%20and%20high%20leverage%20points.pdf

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