Extending the Hausman Test to Check for the presence of Outliers
Year of publication: |
2011-11
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Authors: | Dehon, Catherine ; Verardi, Vincenzo ; Gassner, Marjorie |
Institutions: | European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management |
Subject: | S-estimators | MM-estimators | Outliers | Linear regression | Generalized Method of Moments | Robustness |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published by: The text is part of a series ECARES Working Papers Number ECARES 2011-036 16 pages long |
Classification: | C12 - Hypothesis Testing ; C21 - Cross-Sectional Models; Spatial Models ; H11 - Structure, Scope, and Performance of Government |
Source: |
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Verardi, Vincenzo, (2009)
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A New Hausmann Type Test to Detect the Presence of Influential Outliers
Dehon, Catherine, (2008)
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Inference in Regression Models with Many Regressors
Anatolyev, Stanislav, (2009)
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A New Hausmann Type Test to Detect the Presence of Influential Outliers
Dehon, Catherine, (2008)
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Verardi, Vincenzo, (2012)
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Beware of 'good' outliers and overoptimistic conclusions
Dehon, Catherine, (2009)
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