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Estimation Robuste des Equations d’Importation à Contamination Ponctuelle
[Robust estimation of the Equations of Punctual contaminated Imports]

Author

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  • Ghassan, Hassan B.

Abstract

The paper aims to model the outliers of the importation equations by using recursive robust estimation methods. Firstly, we use the test of Belsley to detect the aberrant points in the Moroccan importation data such agricultural machinery, sea boats, electric generators, motors-generators. We use robust method to estimate long-run and short-run equations of imports via many robustness functions. The findings exhibit interesting elasticities to price and to revenue and show the adjustment rate of each type of imported products.

Suggested Citation

  • Ghassan, Hassan B., 2001. "Estimation Robuste des Equations d’Importation à Contamination Ponctuelle [Robust estimation of the Equations of Punctual contaminated Imports]," MPRA Paper 56429, University Library of Munich, Germany, revised 28 Sep 2001.
    • Handle: RePEc:pra:mprapa:56429
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    References listed on IDEAS

    as
    1. Elliott, Graham & Rothenberg, Thomas J & Stock, James H, 1996. "Efficient Tests for an Autoregressive Unit Root," Econometrica, Econometric Society, vol. 64(4), pages 813-836, July.
    2. Gonzalo, Jesus, 1994. "Five alternative methods of estimating long-run equilibrium relationships," Journal of Econometrics, Elsevier, vol. 60(1-2), pages 203-233.
    3. MacKinnon, James G. & White, Halbert & Davidson, Russell, 1983. "Tests for model specification in the presence of alternative hypotheses : Some further results," Journal of Econometrics, Elsevier, vol. 21(1), pages 53-70, January.
    4. Kinal, T & Lahiri, K, 1993. "On the Estimation of Simultaneous-Equations Error-Components Models with an Application to a Model of Developing Country Foreign Trade," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(1), pages 81-92, Jan.-Marc.
    5. Osterwald-Lenum, Michael, 1992. "A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 461-472, August.
    6. Achiq, Mohamed & Ghassan, Hassan B. & Meslouhi, Khalil, 1998. "Fluctuations conjoncturelles et croissance tendancielle de l’économie Marocaine [Cyclical Variations and Trend of Growth: Evidence from Moroccan Economy]," MPRA Paper 56437, University Library of Munich, Germany, revised 03 Dec 1998.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    Punctual contaminated Imports; Robust estimation; LR Elasticities; SR Elasticities; Morocco.;
    All these keywords.

    JEL classification:

    • C5 - Mathematical and Quantitative Methods - - Econometric Modeling
    • F14 - International Economics - - Trade - - - Empirical Studies of Trade
    • F31 - International Economics - - International Finance - - - Foreign Exchange

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