Detecting outliers and influential observations with heteroscedasticity-corrected models

被引：0

作者：

Martin, D ^{[1
]}

Kumar, V ^{[1
]}

机构：

[1] Davidson Coll, Davidson, NC 28035 USA

来源：

APPLIED ECONOMICS LETTERS | 2005年 / 12卷 / 12期

关键词：

D O I：

10.1080/13504850500192994

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

Heteroscedasticity-correction masks signals from standardized residuals, so analysts should examine the residuals to identify outliers and should use likelihood dispersion to identify influential observations. These points are demonstrated with a model that examines the effect of exchange rate volatility on intra-industry trade.

引用

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页码：745 / 748

页数：4

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