Search Results - subject:"outlier"

Spectral density estimation with amplitude modulation and outlier detection

Jiang, Jiancheng; Hui, Y. - In: Annals of the Institute of Statistical Mathematics 56 (2004) 4, pp. 611-630

Persistent link: https://www.econbiz.de/10005616225

Detecting stage-wise outliers in hierarchical Bayesian linear models of repeated measures data

Peruggia, Mario; Santner, Thomas; Ho, Yu-Yun - In: Annals of the Institute of Statistical Mathematics 56 (2004) 3, pp. 415-433

Persistent link: https://www.econbiz.de/10005616249

Outlier Aversion in Evaluating Performance: Evidence from Figure Skating

Lee, Jungmin - Institute for the Study of Labor (IZA) - 2004

subjective evaluation. This paper develops and tests a simple model of what I call "outlier aversion bias" in which subjective … evaluators avoid submitting outlying judgments. We find significant evidence for the existence of outlier aversion. Individual … for outlier aversion. Agreement may not be a good criterion for the validity of an evaluation system, contradicting the …

Persistent link: https://www.econbiz.de/10005566545

Simple detection of outlying short time series

Karioti, Vassiliki; Caroni, Chrysseis - In: Statistical Papers 45 (2004) 2, pp. 267-278

Persistent link: https://www.econbiz.de/10008486790

An outlier test for linear processes

Flak, Thomas; Schmid, Wolfgang - In: Metrika 40 (1993) 1, pp. 299-318

Persistent link: https://www.econbiz.de/10005598617

A Quantitative Examination of Current Account Dynamics in Equilibrium Models of Barter Economies

Mendoza, Enrique G. - International Monetary Fund (IMF) - 1992

This paper provides a numerical analysis of an intertemporal equilibrium model of a small open, barter economy that is subject to random shocks affecting endowments, the terms of trade, and the real interest rate. Equilibrium stochastic processes for macroeconomic aggregates are computed and...

Persistent link: https://www.econbiz.de/10005605153

Multivariate Ausreißer und Datentiefe

Cramer, Katharina - 2003

Persistent link: https://www.econbiz.de/10004778737

Unit root tests in the presence of innovational outliers

Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti - In: Contributions to modern econometrics : from data …, (pp. 151-167). 2002

Persistent link: https://www.econbiz.de/10001905248

Wavelet transform based multifractal formalism in outlier detection and localisation for financial time series

Struzik, Zbigniew R.; Siebes, Arno P.J.M. - In: Physica A: Statistical Mechanics and its Applications 309 (2002) 3, pp. 388-402

We present a method of detecting and localising outliers in financial time series and other stochastic processes. The method checks the internal consistency of the scaling behaviour of the process within the paradigm of the multifractal spectrum. Deviation from the expected spectrum is...

Persistent link: https://www.econbiz.de/10011057259

Unit root tests in the presence of innovational outliers

Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti - 2001

Persistent link: https://www.econbiz.de/10001630107