Abstract
In this paper, we follow the same logic as in Hausman (1978) to create a testing procedure that checks for the presence of outliers by comparing a regression estimator that is robust to outliers (S-estimator), with another that is more efficient but affected by them. Some simulations are presented to illustrate the good behavior of the test for both its size and its power.
| Original language | English |
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| Journal | Advances in Econometrics |
| Publication status | Published - 1 Jan 2012 |