Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change

DOI10.1016/j.jeconom.2023.105547OpenAlexW4390116124MaRDI QIDQ6190956

Felix Pretis, Moritz Schwarz, Xiyu Jiao

Publication date: 6 March 2024

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2023.105547

zbMATH Keywords

adaptationrobust estimationclimate changeoutlier robustnessclimate econometricsindicator saturationiterated 1-step Huber-skip M-estimator

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

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