Víšek, J. Á. : Robust estimation of model with the fixed and random effects.
| Author(s): | prof. RNDr. Jan Ámos Víšek CSc., |
|---|---|
| Type: | Article in collection |
| Year: | 2012 |
| Number: | 0 |
| ISSN / ISBN: | 978-90-73592-32-2 |
| Published in: | Proceedings of the COMPSTAT 2012, The International Statistical Institute/International Association, eds. Colubi A., Fokianos K., Gonzalez-Rodriguez G., Kontoghiorghes E., 855 - 865. |
| Publishing place: | University of Limassol, Cyprus |
| Keywords: | Robust estimation, regression model, fixed and random effects, numerical study. |
| JEL codes: | C13, C15 |
| Suggested Citation: | |
| Grants: | GAČR č. P402/12/0982: Trade Flows in Times of Economic Boom and Slump: Modifying the Gravity Model for Country, Time and Product-Specific Decision-Making |
| Abstract: | Robustified estimation of the regression model is recalled, then it is generalized for model with fixed or random effects and the properties of this generalization, including consistency, are discussed. Patterns of the results of numerical study are presented and some conclusions implied by them conclude the paper. |
| Downloadable: |
Paper from COMPSTAT 2012 |
