Robust density power divergence estimates for panel data models

@article{Mandal2021RobustDP,
  title={Robust density power divergence estimates for panel data models},
  author={Abhijit Mandal and Beste Hamiye Beyaztas and Soutir Bandyopadhyay},
  journal={Annals of the Institute of Statistical Mathematics},
  year={2021}
}
The panel data regression models have become one of the most widely applied statistical approaches in different fields of research, including social, behavioral, environmental sciences, and econometrics. However, traditional least-squares-based techniques frequently used for panel data models are vulnerable to the adverse effects of the data contamination or outlying observations that may result in biased and inefficient estimates and misleading statistical inference. In this study, we propose… 

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