Konferenzbeitrag
Outliers in Cross-Sectional Regression
The robustness of the results coming from an econometric application depends to a great extent on the quality of the sampling information. This statement is a general rule that becomes especially relevant in a spatial context where data usually have lots of irregularities. The purpose of our paper is to examine more closely this question paying attention to one point in particular, namely outliers. The presence of outliers in the sample may be useful, for example in order to break some multicollinearity relations but they may also result in other inconsistencies. The main aspect of our work is that we resolve the discussion in a spatial context, looking closely into the behaviour shown, under several unfavourable conditions, by the most outstanding misspecification tests. For this purpose, we plan and solve a Monte Carlo simulation. The conclusions point to the fact that these statistics react in a different way to the problems posed.
- Sprache
-
Englisch
- Erschienen in
-
Series: 44th Congress of the European Regional Science Association: "Regions and Fiscal Federalism", 25th - 29th August 2004, Porto, Portugal
- Klassifikation
-
Wirtschaft
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Lauridsen, Jørgen
Mur, Jesus
- Ereignis
-
Veröffentlichung
- (wer)
-
European Regional Science Association (ERSA)
- (wo)
-
Louvain-la-Neuve
- (wann)
-
2004
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Konferenzbeitrag
Beteiligte
- Lauridsen, Jørgen
- Mur, Jesus
- European Regional Science Association (ERSA)
Entstanden
- 2004
Ähnliche Objekte (12)
Recruiting Intensity and Hiring Practices: Cross-Sectional and Time-Series Evidence
A panel cointegration rank test with structural breaks and cross-sectional dependence
Spatial Panel Data Forecasting over Different Horizons, Cross-Sectional and Temporal Dimensions
Regional variation in firm formation: Panel and cross-sectional data evidence from Finland
Nonparametric trending regression with cross-sectional dependence
Inflation dynamics during the Financial Crisis in Europe: cross-sectional identification of long-run inflation expectations
How reliable are incidence estimates based on cross-sectional distributions? Evidence from simulations and linked employer-employee data
Estimating the employment effects of a minimum wage from a cross-sectional wage distribution. A semi-parametric approach
Pricing model performance and the two-pass cross-sectional regression methodology
Option characteristics as cross-sectional predictors
CSAR: The Cross-Sectional Autoregression Model
Cross-sectional and aggregate labor supply
Recruiting Intensity and Hiring Practices: Cross-Sectional and Time-Series Evidence
A panel cointegration rank test with structural breaks and cross-sectional dependence
Spatial Panel Data Forecasting over Different Horizons, Cross-Sectional and Temporal Dimensions
Regional variation in firm formation: Panel and cross-sectional data evidence from Finland
Nonparametric trending regression with cross-sectional dependence
Inflation dynamics during the Financial Crisis in Europe: cross-sectional identification of long-run inflation expectations
How reliable are incidence estimates based on cross-sectional distributions? Evidence from simulations and linked employer-employee data
Estimating the employment effects of a minimum wage from a cross-sectional wage distribution. A semi-parametric approach
Pricing model performance and the two-pass cross-sectional regression methodology
Option characteristics as cross-sectional predictors
CSAR: The Cross-Sectional Autoregression Model
Cross-sectional and aggregate labor supply
Recruiting Intensity and Hiring Practices: Cross-Sectional and Time-Series Evidence
A panel cointegration rank test with structural breaks and cross-sectional dependence
Spatial Panel Data Forecasting over Different Horizons, Cross-Sectional and Temporal Dimensions
Regional variation in firm formation: Panel and cross-sectional data evidence from Finland
Nonparametric trending regression with cross-sectional dependence
Inflation dynamics during the Financial Crisis in Europe: cross-sectional identification of long-run inflation expectations
How reliable are incidence estimates based on cross-sectional distributions? Evidence from simulations and linked employer-employee data
Estimating the employment effects of a minimum wage from a cross-sectional wage distribution. A semi-parametric approach
Pricing model performance and the two-pass cross-sectional regression methodology
Option characteristics as cross-sectional predictors
CSAR: The Cross-Sectional Autoregression Model