Papadopoulos, Savas - In: International Journal of Computational Economics and … 1 (2010) 3/4, pp. 239-253
A new method is introduced for panel-data models. Asymptotic robustness is used for a multivariate model with latent variables for a family of estimators. It is shown numerically that in comparison to standard methods we obtain: 1) better predictions in out-of-sample occasions; 2) smaller...