Dehon, Catherine; Verardi, Vincenzo; Gassner, Marjorie - European Centre for Advanced Research in Economics and … - 2011
In this paper, we follow the same logic as in Hausman (1978) to create a testing procedure that checks for the presence of outliers by comparing a regression estimator that is robust to outliers (S-estimator), with another that is more e¢ cient but a¤ected by them. Some simulations are...