Robust versus traditional methods for outlier detection in the simultaneous equations model
The Simultaneous Equation Model (SEM) is used for modelling real problems aris ing from Econometrics, Finance and other fields (see, for example, Greene [2003], Chen et al. [2007] or Lee et al. [2017]). The model is caracterized by a system of dependent equations whose coefficients can be estimated...
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| Outros Autores: | , |
| Formato: | conferenceObject |
| Idioma: | eng |
| Publicado em: |
2022
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10773/35340 |
| País: | Portugal |
| Oai: | oai:ria.ua.pt:10773/35340 |