ℓ1 regressions: Gini estimators for fixed effects panel data
Résumé
Panel data, frequently employed in empirical investigations, provide estimators being strongly biased in the presence of atypical observations. The aim of this work is to propose a ℓ 1 Gini regression for panel data. It is shown that the fixed effects within-group Gini estimator is more robust than the ordinary least squares one when the data are contaminated by outliers. This semi-parametric Gini estimator is proven to be an U-statistics, consequently, it is asymptotically normal.
Origine | Fichiers produits par l'(les) auteur(s) |
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