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Grupos atípicos en modelos econométricos

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  • Justel, Ana
  • Peña, Daniel
  • Sánchez, María Jesús

Abstract

Este trabajo present a una revision de 10s metodos actua1es de detecci6n y tratamiento de grupos de datos atipicos en mode10s econometricos. Cuando existen grupos de va10res atlpicos 10s estadlsticos desarrollados en 10s anos ochenta para datos individua1es no son fiab1es: pueden no identificar conjuntos de atipicos y pueden senalar como atipicos a datos que no 10 son. Este fenomeno es conocido como enmascaramiento. En esta revision se analizan 10s metodos recientes de identificaci6n de grupos de valores atipicos que evitan el enmascaramiento para modelos de regresion estaticos y dinamicos y series tempora1es, tanto desde el punto de vista clasico como bayesiano.

Suggested Citation

  • Justel, Ana & Peña, Daniel & Sánchez, María Jesús, 1994. "Grupos atípicos en modelos econométricos," DES - Documentos de Trabajo. Estadística y Econometría. DS 10755, Universidad Carlos III de Madrid. Departamento de Estadística.
    • Handle: RePEc:cte:dsrepe:10755
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