Titre:
  • Extending the Hausman Test to Check for the presence of Outliers
Auteur:Dehon, Catherine; Gassner, Marjorie; Verardi, Vincenzo
Statut de publication:Publié, 2011-11
series:ECARES Working Papers, ECARES 2011-036
Sujet CREF:Economie
Sujet JEL:Hypothesis Testing
Single Equation Models; Single Variables: Cross-Sectional Models; Spatial Models; Treatment Effect Models
Structure, Scope, and Performance of Government
Volumes/pages:16 p.
Mots-clés:S-estimators
MM-estimators
Outliers
Linear regression
Generalized Method of Moments
Robustness
Langue:Anglais
Identificateurs:RePEc:eca:wpaper:2013/102578