Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change
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Publication:6190956
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
adaptationrobust estimationclimate changeoutlier robustnessclimate econometricsindicator saturationiterated 1-step Huber-skip M-estimator
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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