[RsR] Robust fixed effects model?

Ajay Shah @j@y@h@h @end|ng |rom m@y|n@org
Mon Oct 15 13:20:07 CEST 2012


Folks,

I recently came across a robust MM-estimator for panel data with fixed
effects by Bramati & Croux, Econometrics journal, 2007. The article
is: http://onlinelibrary.wiley.com/doi/10.1111/j.1368-423X.2007.00220.x/abstract

There is some matlab code at:
http://www.econ.kuleuven.be/public/NDBAE06/programs/

I wonder if there is some experience and R code for this on this list.

-- 
Ajay Shah
ajayshah using mayin.org
http://www.mayin.org/ajayshah
http://ajayshahblog.blogspot.com




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