Advanced Search
MyIDEAS: Login to save this article or follow this journal

Robust estimators for the fixed effects panel data model

Contents:

Author Info

  • Maria Caterina Bramati
  • Christophe Croux
Registered author(s):

    Abstract

    The presence of outlying observations in panel data can affect the classical estimates in a dramatic way. Nevertheless, the common practice seems to disregard the problem. The aim of this work is to study robust regression techniques in the fixed effects linear panel data framework. Robustness of the procedures is investigated by means of breakdown point computations and simulation experiments. A distinction between outlying blocks and cells in a panel is made. To show the potential of robust panel data methods, an empirical example on the response of the private sector behaviour to fiscal policy is presented. Copyright The Author(s). Journal compilation � Royal Economic Society 2007

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://www.blackwell-synergy.com/doi/abs/10.1111/j.1368-423X.2007.00220.x
    File Function: link to full text
    Download Restriction: Access to full text is restricted to subscribers.

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Bibliographic Info

    Article provided by Royal Economic Society in its journal Econometrics Journal.

    Volume (Year): 10 (2007)
    Issue (Month): 3 (November)
    Pages: 521-540

    as in new window
    Handle: RePEc:ect:emjrnl:v:10:y:2007:i:3:p:521-540

    Contact details of provider:
    Postal: Office of the Secretary-General, School of Economics and Finance, University of St. Andrews, St. Andrews, Fife, KY16 9AL, UK
    Phone: +44 1334 462479
    Email:
    Web page: http://www.res.org.uk/
    More information through EDIRC

    Order Information:
    Web: http://www.ectj.org

    Related research

    Keywords:

    References

    No references listed on IDEAS
    You can help add them by filling out this form.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as in new window

    Cited by:
    1. Joachim Wagner, 2011. "International Trade and Firm Performance: A Survey of Empirical Studies since 2006," Working Paper Series in Economics 210, University of Lüneburg, Institute of Economics.
    2. Joachim Wagner & John P. Weche Geluebcke, 2013. "Credit Constraints, Foreign Ownership, and Foreign Takeovers in Germany," Working Paper Series in Economics 283, University of Lüneburg, Institute of Economics.
    3. Verardi, Vincenzo & Wagner, Joachim, 2010. "Robust Estimation of Linear Fixed Effects Panel Data Models with an Application to the Exporter Productivity Premium," IZA Discussion Papers 4928, Institute for the Study of Labor (IZA).
    4. Aquaro, M. & Cizek, P., 2010. "One-Step Robust Estimation of Fixed-Effects Panel Data Models," Discussion Paper 2010-110, Tilburg University, Center for Economic Research.
    5. Joachim Wagner, 2012. "Exports, Imports and Profitability: First Evidence for Manufacturing Enterprises," Open Economies Review, Springer, vol. 23(5), pages 747-765, November.
    6. Joachim Wagner, 2012. "New Methods for the Analysis of Links between International Firm Activities and Firm Performance: A Practitioner’s Guide," Working Paper Series in Economics 227, University of Lüneburg, Institute of Economics.
    7. Cizek, P., 2008. "Semiparametric Robust Estimation of Truncated and Censored Regression Models," Discussion Paper 2008-34, Tilburg University, Center for Economic Research.
    8. Neil Foster-McGregor & Anders Isaksson & Florian Kaulich, 2014. "Importing, exporting and performance in sub-Saharan African manufacturing firms," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 150(2), pages 309-336, May.
    9. Cizek, P., 2009. "Generalized Methods of Trimmed Moments," Discussion Paper 2009-25, Tilburg University, Center for Economic Research.
    10. Joachim Wagner, 2010. "From estimation results to stylized facts. Twelve recommendations for empirical research in international activities of heterogeneous firms," Working Paper Series in Economics 186, University of Lüneburg, Institute of Economics.
    11. Tomáš Havránek, 2009. "Subsidy Competition for FDI: Fierce or Weak?," Working Papers IES 2009/07, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2009.
    12. Tomáš HAVRÃNEK & Zuzana IRÅ OVÃ, 2010. "On the Intensity of International Subsidy Competition for FDI," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 2(2(543)), pages 25-54, February.
    13. Uchôa, Carlos F.A. & Cribari-Neto, Francisco & Menezes, Tatiane A., 2014. "Testing inference in heteroskedastic fixed effects models," European Journal of Operational Research, Elsevier, vol. 235(3), pages 660-670.

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:ect:emjrnl:v:10:y:2007:i:3:p:521-540. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.