[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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