Robust estimators for the fixed effects panel data model

Bramati, Maria Caterina; Croux, Christophe

doi:10.1111/j.1368-423x.2007.00220.x

“…Rousseeuw and Leroy (1987) To deal with the presence of any of these types of outliers, Bramati and Croux (2007) propose two equally well performing estimators, the Within Groups Generalized M-…”

Section: Robust Estimation Of Linear Fixed Effects Panel Data Modelsmentioning

confidence: 99%

Robust Estimation of Linear Fixed Effects Panel Data Models with an Application to the Exporter Productivity Premium

Verardi

¹

,

Wagner

²

2011

Jahrbücher Für Nationalökonomie Und Statistik

View full text Add to dashboard Cite

Standard-Nutzungsbedingungen:Die Dokumente auf EconStor dürfen zu eigenen wissenschaftlichen Zwecken und zum Privatgebrauch gespeichert und kopiert werden.Sie dürfen die Dokumente nicht für öffentliche oder kommerzielle Zwecke vervielfältigen, öffentlich ausstellen, öffentlich zugänglich machen, vertreiben oder anderweitig nutzen.Sofern die Verfasser die Dokumente unter Open-Content-Lizenzen (insbesondere CC-Lizenzen) zur Verfügung gestellt haben sollten, gelten abweichend von diesen Nutzungsbedingungen die in der dort genannten Lizenz gewährten Nutzungsrechte.

show abstract

“…This also defines a direction for further research, by bringing the literature on robust estimation in panel data models to bear on measurement error, cf. Wagenvoort and Waldmann (2002) and Bramati and Croux (2007).…”

Section: Discussionmentioning

confidence: 99%

Consistent estimation of linear panel data models with measurement error

Meijer

¹

,

Spierdijk

²

,

Wansbeek

³

2017

Journal of Econometrics

View full text Add to dashboard Cite

Standard-Nutzungsbedingungen:Die Dokumente auf EconStor dürfen zu eigenen wissenschaftlichen Zwecken und zum Privatgebrauch gespeichert und kopiert werden.Sie dürfen die Dokumente nicht für öffentliche oder kommerzielle Zwecke vervielfältigen, öffentlich ausstellen, öffentlich zugänglich machen, vertreiben oder anderweitig nutzen.Sofern die Verfasser die Dokumente unter Open-Content-Lizenzen (insbesondere CC-Lizenzen) zur Verfügung gestellt haben sollten, gelten abweichend von diesen Nutzungsbedingungen die in der dort genannten Lizenz gewährten Nutzungsrechte. Terms of use: Documents in EconStor may

show abstract

“…452) point out that "(i)n particular, development of robust procedures for panel-data and time-series models would be of major interest for applied economic research." A highly robust MM-estimator for panel data with fixed effects has been proposed recently by Bramati and Croux (2007). While a discussion of details of this estimator is beyond the scope of this paper the underlying idea is to center the series of observations for a firm in a similar way to what is generally done when applying the within transformation that is used to estimate a fixed effects model.…”

Section: Differences Across Quantiles Outliers and Unobserved Hetermentioning

confidence: 99%

From Estimation Results to Stylized Facts: Twelve Recommendations for Empirical Research in International Activities of Heterogeneous Firms

Wagner

¹

2016

Microeconometrics of International Trade

View full text Add to dashboard Cite

Standard-Nutzungsbedingungen:Die Dokumente auf EconStor dürfen zu eigenen wissenschaftlichen Zwecken und zum Privatgebrauch gespeichert und kopiert werden.Sie dürfen die Dokumente nicht für öffentliche oder kommerzielle Zwecke vervielfältigen, öffentlich ausstellen, öffentlich zugänglich machen, vertreiben oder anderweitig nutzen.Sofern die Verfasser die Dokumente unter Open-Content-Lizenzen (insbesondere CC-Lizenzen) zur Verfügung gestellt haben sollten, gelten abweichend von diesen Nutzungsbedingungen die in der dort genannten Lizenz gewährten Nutzungsrechte. Terms of use: Documents in EconStor may be saved and copied for your personal and scholarly purposes.You are not to copy documents for public or commercial purposes, to exhibit the documents publicly, to make them publicly available on the internet, or to distribute or otherwise use the documents in public. licence. www.econstor.eu econometric studies is to uncover stylized facts that hold over space and time, and that can both inspire theoretical models that are based on "realistic" assumptions, and inform policy debates in an evidence-based way. Which results from the thousands of empirical estimates reported in the literature on the micro-econometrics of international firm activities do we consider as convincing? Based on my own experience from the last twenty years I use the opportunity of this lecture to make twelve recommendations that, hopefully, will help to find the right way on the thorny road from estimation results to stylized facts. I will deal with the following topics: comparisons of means vs. comparisons of distributions; extremely different firms, or outliers; unobserved heterogeneity; simultaneous occurrence of differences across quantiles, outliers, and unobserved heterogeneity; heterogeneous effects of international firm activities on firm performance; replication; within-study replication by international research teams; meta-analysis; and talking to practitioners. As a first step this is fine. But one should not stop here. As Moshe Buchinsky (1994: 453) put it: "'On the average' has never been a satisfactory statement with which to conclude a study on heterogeneous populations." An empirical study of heterogeneous firms should look at differences in the whole distribution of the variable under investigation between groups of firms, not only at differences at the mean. If the documents have been made available under an Open Content Licence (especially Creative Commons Licences), you may exercise further usage rights as specified in the indicatedTo illustrate this point I will look at productivity differences between exporters and firms selling on the national market only. The data used were collected in personal interviews with firm owners or top managers. The population covered encompasses all manufacturing establishments with at least 5 employees in the German state of Lower Saxony. From this population a random sample (stratified by industry and size classes) was interviewed. Detailed information on the data set and how it can b...

show abstract

Robust estimators for the fixed effects panel data model

Cited by 103 publications

References 29 publications

Robust Estimation of Linear Fixed Effects Panel Data Models with an Application to the Exporter Productivity Premium

Robust Estimation of Linear Fixed Effects Panel Data Models with an Application to the Exporter Productivity Premium

Consistent estimation of linear panel data models with measurement error

From Estimation Results to Stylized Facts: Twelve Recommendations for Empirical Research in International Activities of Heterogeneous Firms

Contact Info

Product

Resources

About