Journal article

Outliers and model selection: discussion of the paper by Søren Johansen and Bent Nielsen

Abstract:: It is argued that model selection and robust estimation should be handled jointly.Impulse indicator saturation makes that possible, but leads to the situation where there are morevariables than observations. This is illustrated by revisiting the analysis of Tobin’s food data.

Publication status:: Published

Peer review status:: Peer reviewed

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APA Style

Doornik, J., & Hendry, D. (2016). Outliers and model selection: discussion of the paper by Søren Johansen and Bent Nielsen. Scandinavian Journal of Statistics, 43(2), 360–365.

MLA Style

Doornik, J, and D Hendry. “Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen.” Scandinavian Journal of Statistics, vol. 43, no. 2, 2016, pp. 360–65.

Chicago Style

Doornik, J, and D Hendry. 2016. “Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen.” Scandinavian Journal of Statistics 43 (2): 360–65.
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Files:: SJBNSJSComment2.pdf

(Preview, Accepted manuscript, pdf, 168.3KB, Terms of use)

Publisher copy:: 10.1111/sjos.12208

Authors

+ Doornik, J More by this author

Role:: Author

+ Hendry, D More by this author

Institution:: University of Oxford
Division:: SSD
Department:: Economics
Sub department:: EMOD
Role:: Author

Publisher:: Wiley
Journal:: Scandinavian Journal of Statistics More from this journal
Volume:: 43
Issue:: 2
Pages:: 360-365
Publication date:: 2016-06-01
Acceptance date:: 2015-11-27
DOI:: 10.1111/sjos.12208
EISSN:: 1467-9469
ISSN:: 0303-6898

Keywords:: SBTMR
Pubs id:: pubs:623997
UUID:: uuid:ed029445-dd4c-491c-88ea-8957cdb13f7f
Local pid:: pubs:623997
Source identifiers:: 623997
Deposit date:: 2016-12-15
ARK identifier:: ark:/29072/ora_ed029445dd4c491c88ea8957cdb13f7f

Terms of use

Copyright holder:: Board of the Foundation of the Scandinavian Journal of Statistics
Copyright date:: 2016
Notes:: © 2016 Board of the Foundation of the Scandinavian Journal of Statistics. This is the accepted manuscript version of the article. The final version is available online from Wiley at: 10.1111/sjos.12208

Licence:: Terms and Conditions of Use for Oxford University Research Archive

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