ℓ 1 regressions: Gini estimators for fixed effects panel data

Ndéné Ka () and Stéphane Mussard

Journal of Applied Statistics, 2016, vol. 43, issue 8, 1436-1446

Abstract: 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 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.

Date: 2016
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Working Paper: ℓ1 regressions: Gini estimators for fixed effects panel data (2015)
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Persistent link: https://EconPapers.repec.org/RePEc:taf:japsta:v:43:y:2016:i:8:p:1436-1446

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DOI: 10.1080/02664763.2015.1103707

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