Cizek, Pavel; Aquaro, M. - Tilburg University, Center for Economic Research - 2010
, erroneous observations, or unobserved heterogeneity. Despite the adverse effects of outliers on classical estimation methods …, there are only a few robust estimation methods available for fixed-effect panel data. Aiming at estimation under weak moment … conditions, a new estimation approach based on two different data transformation is proposed. Considering several robust …