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Title
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Econometric applications of high-breakdown robust regression techniques
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Author
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Abstract
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| 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. |
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Language
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English
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Source (journal)
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Economics letters. - Amsterdam
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Publication
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Amsterdam
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2001
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ISSN
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0165-1765
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DOI
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10.1016/S0165-1765(00)00404-3
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Volume/pages
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71
:1
(2001)
, p. 1-8
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ISI
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000168098600001
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Full text (Publisher's DOI)
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