Publication
Title
Econometric applications of high-breakdown robust regression techniques
Author
Abstract
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. (C) 2001 Elsevier Science B.V. All rights reserved.
Language
English
Source (journal)
Economics letters. - Amsterdam
Publication
Amsterdam : 2001
ISSN
0165-1765
Volume/pages
71:1(2001), p. 1-8
ISI
000168098600001
Full text (Publisher's DOI)
UAntwerpen
Faculty/Department
Research group
Publication type
Subject
Affiliation
Publications with a UAntwerp address
External links
Web of Science
Record
Identification
Creation 29.02.2012
Last edited 12.06.2017
To cite this reference