par Dehon, Catherine ;Gassner, Marjorie ;Verardi, Vincenzo
Référence Economics letters, 105, 1, page (64-67)
Publication Publié, 2009-10
Référence Economics letters, 105, 1, page (64-67)
Publication Publié, 2009-10
Article révisé par les pairs
Résumé : | In regression analysis, classical estimations may be excessively influenced by a few atypical observations. We propose a Hausman-type test to balance robustness and efficiency and to check whether a robust method should be implemented. An economic application is presented. © 2009 Elsevier B.V. All rights reserved. |