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Semiparametric regression deals with the introduction of some very general nonlinear functional forms in regression analyses. This class of regression models is generally used to fit a parametric model in which the functional form of a subset of the explanatory variables is not known and/or in...
Persistent link: https://www.econbiz.de/10011132954
In the robust statistics literature, a wide variety of models has been developed to cope with outliers in a rather large number of scenarios. Nevertheless, a recurrent problem for the empirical implementation of these estimators is that optimization algorithms generally do not perform well when...
Persistent link: https://www.econbiz.de/10010819913
When some observations are outlying (in one or several dimensions) PCA is distorted an may lead to incorrect results. We therefore propose a simple solution to deal with this problem by providing a short ado file. To illustrate the importance of outliers in PCA I would like to present a simple...
Persistent link: https://www.econbiz.de/10005041780
In regression and multivariate analysis, the presence of outliers in the dataset can strongly distort classical estimations and lead to unreliable results. To deal with this, several robust-to-outliers methods have been proposed in the statistical literature. In Stata, some of these methods are...
Persistent link: https://www.econbiz.de/10005102755
Many countries are part of multiple international air-pollution agreements that interact with each other given that a single source of emissions is typically composed of several pollutants. This paper studies the effect on carbon dioxide emissions of the various agreements that follow the...
Persistent link: https://www.econbiz.de/10011165268
This paper considers the effect of international air-pollution agreements ratified since 1970 on carbon dioxide emissions (CO2), the main cause of anthropogenic climate change. The analysis is based on a panel dataset of 150 countries over the period 1970-2008. While the literature generally...
Persistent link: https://www.econbiz.de/10011165354
The analysis of the empirical distribution of univariate data often includes the computation of location, scale, skewness, and tail-heaviness measures, which are estimates of specific parameters of the underlying population distribution. Several measures are available, but they differ by...
Persistent link: https://www.econbiz.de/10011265691
In this paper, we study if the leading French gastronomic guidebook, the “<italic>Guide Rouge Michelin</italic>,” only rates the quality of food, as it claims, or if it also considers environmental variables when attributing stars. We then check how Michelin ratings affect the market, and more specifically,...
Persistent link: https://www.econbiz.de/10011121603
Persistent link: https://www.econbiz.de/10010765593
In the robust statistics literature, a wide variety of models have been developed to cope with outliers in a rather large number of scenarios. Nevertheless, a recurrent problem for the empirical implementation of these estimators is that optimization algorithms generally do not perform well when...
Persistent link: https://www.econbiz.de/10010903720