Detection of outliers in panel data of intervention effects model based on variance of remainder disturbance

DOI10.1155/2015/902602zbMath1395.62275OpenAlexW1579865097WikidataQ59120214 ScholiaQ59120214MaRDI QIDQ1666883

Yanfang Lyu

Publication date: 27 August 2018

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2015/902602

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)

Related Items (1)

Testing equality of the regression coefficients in panel data models

Uses Software

• Stata
• rreg

Cites Work

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• Outliers and Patterns of Outliers in Contingency Tables with Algebraic Statistics
• Detecting and identifying interventions with the Whittle spectral approach in a long memory panel data model
• Multivariate Outlier Detection With High-Breakdown Estimators
• Robust estimators for the fixed effects panel data model

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