l1 Regressions: Gini Estimators for Fixed Effects Panel Data

Ndéné Ka () and Stéphane Mussard

Cahiers de recherche from Departement d'économique de l'École de gestion à l'Université de Sherbrooke

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 l1 Gini regression for panel data. It is shown that the fixed effects within-group Gini estimator is more robust than the OLS 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.

Keywords: Gini; Panel; Regression; U-statistics. (search for similar items in EconPapers)
Pages: 10 pages
Date: 2015-02
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:shr:wpaper:15-02

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