Publication:
Robust estimation procedure in panel data model

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dc.Conferencecode106205
dc.Conferencedate17 December 2013 through 19 December 2013
dc.ConferencelocationKuala Lumpur
dc.Conferencename3rd International Conference on Mathematical Sciences, ICMS 2013
dc.contributor.affiliationsFaculty of Science and Technology
dc.contributor.affiliationsUniversiti Sains Islam Malaysia (USIM)
dc.contributor.affiliationsUniversity of Malaya (UM)
dc.contributor.authorShariff N.S.M.en_US
dc.contributor.authorHamzah N.A.en_US
dc.date.accessioned2024-05-29T02:00:26Z
dc.date.available2024-05-29T02:00:26Z
dc.date.issued2014
dc.description.abstractThe panel data modeling has received a great attention in econometric research recently. This is due to the availability of data sources and the interest to study cross sections of individuals observed over time. However, the problems may arise in modeling the panel in the presence of cross sectional dependence and outliers. Even though there are few methods that take into consideration the presence of cross sectional dependence in the panel, the methods may provide inconsistent parameter estimates and inferences when outliers occur in the panel. As such, an alternative method that is robust to outliers and cross sectional dependence is introduced in this paper. The properties and construction of the confidence interval for the parameter estimates are also considered in this paper. The robustness of the procedure is investigated and comparisons are made to the existing method via simulation studies. Our results have shown that robust approach is able to produce an accurate and reliable parameter estimates under the condition considered. � 2014 AIP Publishing LLC.
dc.description.natureFinalen_US
dc.identifier.doi10.1063/1.4882619
dc.identifier.epage1090
dc.identifier.isbn9780740000000
dc.identifier.issn0094243X
dc.identifier.scopus2-s2.0-84904118249
dc.identifier.spage1085
dc.identifier.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-84904118249&doi=10.1063%2f1.4882619&partnerID=40&md5=04bdbd41c817385f0ecc618bb980c608
dc.identifier.urihttps://oarep.usim.edu.my/handle/123456789/10120
dc.identifier.volume1602
dc.languageEnglish
dc.language.isoen_US
dc.publisherAmerican Institute of Physics Inc.en_US
dc.relation.ispartofAIP Conference Proceedings
dc.sourceScopus
dc.subjectCross Sectional Dependenceen_US
dc.subjectOutliersen_US
dc.subjectPanel Dataen_US
dc.subjectRobust Methoden_US
dc.subjectParameter estimationen_US
dc.subjectConfidence intervalen_US
dc.subjectCross sectional dependenceen_US
dc.subjectOutliersen_US
dc.subjectPanel dataen_US
dc.subjectPanel data modelsen_US
dc.subjectParameter estimateen_US
dc.subjectRobust methodsen_US
dc.subjectSimulation studiesen_US
dc.subjectStatisticsen_US
dc.titleRobust estimation procedure in panel data model
dc.typeConference Paperen_US
dspace.entity.typePublication

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