Publication:
Robust Estimation Procedure in Panel Data Model

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dc.ConferencecodeSch Math Sci, Malaysian Math Sci Soc, Amer Inst Phys
dc.ConferencedateDEC 17-19, 2013
dc.ConferencelocationKuala Lumpur, MALAYSIA
dc.Conferencename3rd International Conference on Mathematical Sciences
dc.contributor.authorShariff, NSMen_US
dc.contributor.authorHamzah, NAen_US
dc.date.accessioned2024-05-29T02:51:18Z
dc.date.available2024-05-29T02:51:18Z
dc.date.issued2014
dc.descriptionCitation: AIP Conference Proceedings 1602, 1085 (2014); doi: 10.1063/1.4882619 View online: http://dx.doi.org/10.1063/1.4882619 View Table of Contents: http://scitation.aip.org/content/aip/proceeding/aipcp/1602?ver=pdfcov Published by the AIP Publishingen_US
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.en_US
dc.identifier.doi10.1063/1.4882619
dc.identifier.epage1090
dc.identifier.issn0094-243X
dc.identifier.scopusWOS:000341876500162
dc.identifier.spage1085
dc.identifier.urihttp://scitation.aip.org/content/aip/proceeding/aipcp/1602?ver=pdfcov
dc.identifier.urihttps://oarep.usim.edu.my/handle/123456789/11178
dc.identifier.volume1602
dc.languageEnglish
dc.language.isoenen_US
dc.publisherAIP Publishingen_US
dc.relation.conferenceProceedings Of The 3rd International Conference On Mathematical Sciencesen_US
dc.relation.ispartofProceedings Of The 3rd International Conference On Mathematical Sciencesen_US
dc.sourceWeb Of Science (ISI)
dc.subjectCross Sectional Dependenceen_US
dc.subjectOutliersen_US
dc.subjectRobust Methoden_US
dc.subjectPanel Dataen_US
dc.titleRobust Estimation Procedure in Panel Data Modelen_US
dc.typeArticleen_US
dspace.entity.typePublication

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