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Problema stabilitatii estimarilor econometrice si metode robuste de regresie ortogonala

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  • Saman, Corina

    (Institute for Economic Forecasting and Centre for Macroeconomic Modelling, Romanian Academy)

Abstract

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Suggested Citation

  • Saman, Corina, 2012. "Problema stabilitatii estimarilor econometrice si metode robuste de regresie ortogonala," Working Papers of Macroeconomic Modelling Seminar 122503, Institute for Economic Forecasting.
  • Handle: RePEc:rjr:wpmems:122503
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    File URL: http://www.ipe.ro/RePEc/WorkingPapers/cs25_3.pdf
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    More about this item

    Keywords

    robust regression approach; outliers; orthogonal regression;
    All these keywords.

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • E39 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Other

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