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dc.contributor.authorVerardi, Vincenzoen_US
dc.contributor.authorWagner, Joachimen_US
dc.date.accessioned2010-05-03en_US
dc.date.accessioned2012-04-17T12:53:28Z-
dc.date.available2012-04-17T12:53:28Z-
dc.date.issued2010en_US
dc.identifier.urihttp://hdl.handle.net/10419/57109-
dc.description.abstractIn empirical studies it often happens that some variables for some units are far away from the other observations in the sample. These extreme observations, or outliers, often have a large impact on the results of statistical analyses - conclusions based on a sample with and without these units may differ drastically. While applied researchers tend to be aware of this, the detection of outliers and their appropriate treatment is often dealt with in a rather sloppy manner. One reason for this habit seems to be the lack of availability of appropriate canned programs for robust methods that can be used in the presence of outliers. Our paper intents to improve on this situation by presenting a highly robust method for estimation of the popular linear fixed effects panel data model, and to supply Stata code for it. In an application from the field of the micro-econometrics of international firm activities we demonstrate that outliers can indeed drive results.en_US
dc.language.isoengen_US
dc.publisherUniv., Inst. für Volkswirtschaftslehre Lüneburgen_US
dc.relation.ispartofseriesUniversity of Lüneburg Working Paper Series in Economics 168en_US
dc.subject.jelC23en_US
dc.subject.jelC81en_US
dc.subject.jelC87en_US
dc.subject.jelF14en_US
dc.subject.ddc330en_US
dc.subject.keywordrobust estimationen_US
dc.subject.keywordpanel dataen_US
dc.subject.keywordoutliersen_US
dc.subject.keywordStataen_US
dc.subject.keywordexporter productivity premiumen_US
dc.subject.stwRobustes Verfahrenen_US
dc.subject.stwPanelen_US
dc.subject.stwStatistische Methodeen_US
dc.subject.stwTheorieen_US
dc.subject.stwMikroökonometrieen_US
dc.subject.stwExportindustrieen_US
dc.subject.stwProduktivitäten_US
dc.subject.stwSchätzungen_US
dc.subject.stwDeutschlanden_US
dc.titleRobust estimation of linear fixed effects panel data models with an application to the exporter productivity premiumen_US
dc.typeWorking Paperen_US
dc.identifier.ppn625129687en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US
Appears in Collections:Working Paper Series in Economics, Leuphana Universität Lüneburg

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