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  • Search: subject:"pairwise differences"
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Year of publication
Subject
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Estimation theory 2 Fixed effects 2 Pairwise differences 2 Panel 2 Panel study 2 Schätztheorie 2 dynamic panel data 2 fixed effects 2 generalized method of moments 2 influence function 2 pairwise differences 2 robust estimation 2 Bias 1 Breakdown point 1 Dynamic panel data 1 Estimation 1 Kleinste-Quadrate-Methode 1 Least squares method 1 Method of moments 1 Momentenmethode 1 Robust estimation 1 Robust statistics 1 Robustes Verfahren 1 Sample selection 1 Sampling 1 Schätzung 1 Stichprobenerhebung 1 Systematischer Fehler 1 Weighted least squares 1 Within-group estimator 1
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Online availability
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Free 2 Undetermined 2
Type of publication
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Article 2 Book / Working Paper 2
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 2 Undetermined 2
Author
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Aquaro, Michele 2 Čížek, Pavel 2 Aquaro, M. 1 Cizek, Pavel 1 Han, Chirok 1 Lee, Goeun 1
Institution
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Tilburg University, Center for Economic Research 1
Published in...
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Discussion Paper / Tilburg University, Center for Economic Research 1 Discussion paper / Center for Economic Research, Tilburg University 1 Economics letters 1 Statistical Papers / Springer 1
Source
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ECONIS (ZBW) 2 RePEc 2
Showing 1 - 4 of 4
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Bias correction for within-group estimation of panel data models with fixed effects and sample selection
Han, Chirok; Lee, Goeun - In: Economics letters 220 (2022), pp. 1-4
Persistent link: https://www.econbiz.de/10013473119
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Robust estimation and moment selection in dynamic fixed-effects panel data models
Čížek, Pavel; Aquaro, Michele - 2015
Persistent link: https://www.econbiz.de/10011348907
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Cover Image
Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models
Cizek, Pavel; Aquaro, M. - Tilburg University, Center for Economic Research - 2015
properties, a general procedure based on many pairwise differences and their ratios is designed. The proposed two-step GMM …
Persistent link: https://www.econbiz.de/10011124439
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Cover Image
Robust estimation of dynamic fixed-effects panel data models
Aquaro, Michele; Čížek, Pavel - In: Statistical Papers 55 (2014) 1, pp. 169-186
robustness properties, a general procedure based on higher-order pairwise differences and their ratios is designed. The … contamination by independent additive outliers and by the patches of additive outliers, and are used to select the pairwise … differences that do not compromise the robustness properties of the procedure. The proposed estimator is additionally compared …
Persistent link: https://www.econbiz.de/10010998654
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