Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change (Q6190956): Difference between revisions

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scientific article; zbMATH DE number 7813991

Language	Label	Description	Also known as
English	Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change	scientific article; zbMATH DE number 7813991

Statements

instance of

scholarly article

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title

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

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Journal of Econometrics

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publication date

6 March 2024

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zbMATH Keywords

outlier robustness

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robust estimation

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iterated 1-step Huber-skip M-estimator

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indicator saturation

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climate econometrics

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climate change

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adaptation

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MaRDI profile type

Publication

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full work available at URL

https://doi.org/10.1016/j.jeconom.2023.105547

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cites work

Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements

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Heteroscedasticity testing after outlier removal

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Q5560061

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THE SIZE DISTORTION OF BOOTSTRAP TESTS

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Q4370586

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Extending the Hausman Test to Check for the Presence of Outliers

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Bootstrapping High-Frequency Jump Tests

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Errors in Variables

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Q3723487

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Specification Tests in Econometrics

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Automatic selection of indicators in a fully saturated regression

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Econometric Modelling of Time Series with Outlying Observations

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A Remark on Hausman's Specification Test

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Robust Estimation of a Location Parameter

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Asymptotic Analysis of Iterated 1-Step Huber-Skip M-Estimators with Varying Cut-Offs

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Q4593677

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Analysis of the forward search using some new results for martingales and empirical processes

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Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models

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BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES

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Econometric modelling of climate systems: the equivalence of energy balance models and cointegrated vector autoregressions

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Least Median of Squares Regression

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Trimmed Least Squares Estimation in the Linear Model

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Fast and robust bootstrap

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Breakdown theory for bootstrap quantiles

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Q4947421

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A journey in single steps: robust one-step \(M\)-estimation in linear regression

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Alternative Tests of Independence between Stochastic Regressors and Disturbances

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Identifiers

DOI

10.1016/j.jeconom.2023.105547

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6190956

@@ Property / cites work @@
+Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
+Normal rank
@@ Property / cites work @@
+Heteroscedasticity testing after outlier removal
@@ Property / cites work: Heteroscedasticity testing after outlier removal / rank @@
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+THE SIZE DISTORTION OF BOOTSTRAP TESTS
@@ Property / cites work: THE SIZE DISTORTION OF BOOTSTRAP TESTS / rank @@
+Normal rank
@@ Property / cites work @@
+Q4370586
@@ Property / cites work: Q4370586 / rank @@
+Normal rank
@@ Property / cites work @@
+Extending the Hausman Test to Check for the Presence of Outliers
+Normal rank
@@ Property / cites work @@
+Bootstrapping High-Frequency Jump Tests
@@ Property / cites work: Bootstrapping High-Frequency Jump Tests / rank @@
+Normal rank
@@ Property / cites work @@
+Errors in Variables
@@ Property / cites work: Errors in Variables / rank @@
+Normal rank
@@ Property / cites work @@
+Q3723487
@@ Property / cites work: Q3723487 / rank @@
+Normal rank
@@ Property / cites work @@
+Specification Tests in Econometrics
@@ Property / cites work: Specification Tests in Econometrics / rank @@
+Normal rank
@@ Property / cites work @@
+Automatic selection of indicators in a fully saturated regression
+Normal rank
@@ Property / cites work @@
+Econometric Modelling of Time Series with Outlying Observations
+Normal rank
@@ Property / cites work @@
+A Remark on Hausman's Specification Test
@@ Property / cites work: A Remark on Hausman's Specification Test / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Estimation of a Location Parameter
@@ Property / cites work: Robust Estimation of a Location Parameter / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Analysis of Iterated 1-Step Huber-Skip M-Estimators with Varying Cut-Offs
+Normal rank
@@ Property / cites work @@
+Q4593677
@@ Property / cites work: Q4593677 / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis of the forward search using some new results for martingales and empirical processes
+Normal rank
@@ Property / cites work @@
+Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models
+Normal rank
@@ Property / cites work @@
+BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES
+Normal rank
@@ Property / cites work @@
+Econometric modelling of climate systems: the equivalence of energy balance models and cointegrated vector autoregressions
+Normal rank
@@ Property / cites work @@
+Least Median of Squares Regression
@@ Property / cites work: Least Median of Squares Regression / rank @@
+Normal rank
@@ Property / cites work @@
+Trimmed Least Squares Estimation in the Linear Model
+Normal rank
@@ Property / cites work @@
+Fast and robust bootstrap
@@ Property / cites work: Fast and robust bootstrap / rank @@
+Normal rank
@@ Property / cites work @@
+Breakdown theory for bootstrap quantiles
@@ Property / cites work: Breakdown theory for bootstrap quantiles / rank @@
+Normal rank
@@ Property / cites work @@
+Q4947421
@@ Property / cites work: Q4947421 / rank @@
+Normal rank
@@ Property / cites work @@
+A journey in single steps: robust one-step \(M\)-estimation in linear regression
+Normal rank
@@ Property / cites work @@
+Alternative Tests of Independence between Stochastic Regressors and Disturbances
+Normal rank