Econometric Applications of High-Breakdown Robust Regression Techniques

A literature search shows that robust regression techniques are rarely used in applied econometrics. We present a technique based on Rousseeuw and Van Zomeren (Journal of the American Statistical Association, 85 (1990) 633–639) that removes many of the difficulties in applying such techniques to economic data. We demonstrate the value of these techniques by re-analyzing three OLS-based regressions from the literature

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Year of publication:	2012
Authors:	Zaman, Asad
Other Persons:	Orhan, Mehmet (contributor) ; Rousseeuw, Peter (contributor)
Publisher:	[2012]: [S.l.] : SSRN
Subject:	Regressionsanalyse \| Regression analysis \| Ökonometrie \| Econometrics \| Schätztheorie \| Estimation theory

Extent:	1 Online-Ressource (8 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Economics Letters, Volume 71, Issue 1, April 2001, Pages 1-8, ISSN 0165-1765, 10.1016/S0165-1765(00)00404-3 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments Aoril 15, 2001 erstellt
Classification:	C2 - Econometric Methods: Single Equation Models ; C52 - Model Evaluation and Testing
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013100353