Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/57109 
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dc.contributor.authorVerardi, Vincenzoen
dc.contributor.authorWagner, Joachimen
dc.date.accessioned2010-05-03-
dc.date.accessioned2012-04-17T12:53:28Z-
dc.date.available2012-04-17T12:53:28Z-
dc.date.issued2010-
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
dc.language.isoengen
dc.publisher|aLeuphana Universität Lüneburg, Institut für Volkswirtschaftslehre |cLüneburgen
dc.relation.ispartofseries|aWorking Paper Series in Economics |x168en
dc.subject.jelC23en
dc.subject.jelC81en
dc.subject.jelC87en
dc.subject.jelF14en
dc.subject.ddc330en
dc.subject.keywordrobust estimationen
dc.subject.keywordpanel dataen
dc.subject.keywordoutliersen
dc.subject.keywordStataen
dc.subject.keywordexporter productivity premiumen
dc.subject.stwRobustes Verfahrenen
dc.subject.stwPanelen
dc.subject.stwStatistische Methodeen
dc.subject.stwTheorieen
dc.subject.stwMikroökonometrieen
dc.subject.stwExportindustrieen
dc.subject.stwProduktivitäten
dc.subject.stwSchätzungen
dc.subject.stwDeutschlanden
dc.titleRobust estimation of linear fixed effects panel data models with an application to the exporter productivity premium-
dc.typeWorking Paperen
dc.identifier.ppn625129687en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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