Publication detail

Víšek, J. Á. : Robust estimation of model with the fixed and random effects.

Author(s): prof. RNDr. Jan Ámos Víšek CSc.,
Type: Article in collection
Year: 2012
Number: 0
ISSN / ISBN: 978-90-73592-32-2
Published in: Proceedings of the COMPSTAT 2012, The International Statistical Institute/International Association, eds. Colubi A., Fokianos K., Gonzalez-Rodriguez G., Kontoghiorghes E., 855 - 865.
Publishing place: University of Limassol, Cyprus
Keywords: Robust estimation, regression model, fixed and random effects, numerical study.
JEL codes: C13, C15
Suggested Citation:
Grants: GAČR č. P402/12/0982: Trade Flows in Times of Economic Boom and Slump: Modifying the Gravity Model for Country, Time and Product-Specific Decision-Making
Abstract: Robustified estimation of the
regression model is recalled, then it is generalized for model with
fixed or random effects and the properties of this generalization,
including consistency, are discussed. Patterns of the results of
numerical study are presented and some conclusions implied by them
conclude the paper.
Downloadable: Paper from COMPSTAT 2012




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