Filter results by

Search Help
Currently selected filters that can be removed

Keyword(s)

Year of publication

1 facets displayed. 1 facets selected.

Author(s)

1 facets displayed. 1 facets selected.
Sort Help
entries

Results

All (1)

All (1) ((1 result))

  • Articles and reports: 11F0027M2007047
    Geography: Canada
    Description:

    This paper examines the effect of aberrant observations in the Capital, Labour, Energy, Materials and Services (KLEMS) database and a method for dealing with them. The level of disaggregation, data construction and economic shocks all potentially lead to aberrant observations that can influence estimates and inference if care is not exercised. Commonly applied pre-tests, such as the augmented Dickey-Fuller and the Kwaitkowski, Phillips, Schmidt and Shin tests, need to be used with caution in this environment because they are sensitive to unusual data points. Moreover, widely known methods for generating statistical estimates, such as Ordinary Least Squares, may not work well when confronted with aberrant observations. To address this, a robust method for estimating statistical relationships is illustrated.

    Release date: 2007-12-05
Stats in brief (0)

Stats in brief (0) (0 results)

No content available at this time.

Articles and reports (1)

Articles and reports (1) ((1 result))

  • Articles and reports: 11F0027M2007047
    Geography: Canada
    Description:

    This paper examines the effect of aberrant observations in the Capital, Labour, Energy, Materials and Services (KLEMS) database and a method for dealing with them. The level of disaggregation, data construction and economic shocks all potentially lead to aberrant observations that can influence estimates and inference if care is not exercised. Commonly applied pre-tests, such as the augmented Dickey-Fuller and the Kwaitkowski, Phillips, Schmidt and Shin tests, need to be used with caution in this environment because they are sensitive to unusual data points. Moreover, widely known methods for generating statistical estimates, such as Ordinary Least Squares, may not work well when confronted with aberrant observations. To address this, a robust method for estimating statistical relationships is illustrated.

    Release date: 2007-12-05
Journals and periodicals (0)

Journals and periodicals (0) (0 results)

No content available at this time.

Date modified: