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Thesis

Essays on asymptotics of outlier detection algorithms with applications to economics

Abstract:

In this thesis, we study a “heuristic approach” that are frequently used for outlier robustness analysis in either the classical or instrumental variables regression. In applied economics, it is a frequent concern whether a tiny set of atypical observations may have invalidated the key empirical findings. To check the robustness of the conclusion especially with respect to outliers, the heuristic approach is to first run least squares regression and remove observations with residuals beyon...

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Institution:
University of Oxford
Division:
SSD
Department:
Economics

Contributors

Institution:
University of Oxford
Division:
SSD
Department:
Economics
Role:
Examiner
Department:
Department of Statistics, London School of Economics
Role:
Examiner
Institution:
University of Oxford
Oxford college:
Nuffield College
Role:
Supervisor
Type of award:
DPhil
Level of award:
Doctoral
Awarding institution:
University of Oxford
UUID:
uuid:e6e77bac-ccdb-4d36-aa07-da73c2220308

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