Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7349186 | Economics Letters | 2018 | 5 Pages |
Abstract
This paper introduces a robust estimation for panel data models using the exponential squared loss function. We propose the method by constructing the robust empirical likelihood ratio function. The Monte Carlo simulations show that the proposed estimator is robust in the fixed and random effects models.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Shaomin Li, Kangning Wang, Yanyan Ren,