Objective
The proposal of this project is the research and development of new methods to identify groups of outliers in econometric models. When multiple outliers exist, the standard detection statistics for a single outlier are not reliable: they may not identify groups of outliers and they may identify as outliers data that are not. This is the masking problem. The new procedures will be develop from the Bayesian point of view and using Markov Chain Monte Carlo (MCMC) methods.
Topic(s)
Funding Scheme
RGI - Research grants (individual fellowships)Coordinator
UNIVERSITE CATHOLIQUE DE LOUVAIN
Address
34,Voie Du Roman Pays 34
1348 Louvain-la-neuve
Belgium
1348 Louvain-la-neuve
Belgium
Participants (1)
Not available
Spain