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Estimación de modelos econométricos: observaciones atípicas en la muestra

Author

Listed:
  • JOsé Hernández Alonso

    (Facultad de Ciencias Económicas y Empresariales. Universidad Complutense de Madrid.)

Abstract

Este documento describe las consecuencias que sobre la estimación mínimo-cuadrática de los modelos econométricos tiene la aparición de observaciones atípicas en los datos muestrales. Se señala la importancia de analizar la posible presencia de puntos atípicos, destacándose las medidas y contrastes estadísticos que facilitan determinar cuando un dato muestral no es homogéneo con el resto, todo ello ilustrado con una aplicación empírica. Finalmente, se enumeran los pasos metodológicos, que conviene atender, para conseguir un diseño robusto en la elaboración de un modelo econométrico.

Suggested Citation

  • JOsé Hernández Alonso, 1989. "Estimación de modelos econométricos: observaciones atípicas en la muestra," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales 89-28, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
    • Handle: RePEc:ucm:doctra:89-28
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