Confirmation, Correction and Improvement for Outlier Validation using Dummy Variables
Dummy variables can be used to detect, validate and measure the impact of outliers in data. This paper uses a model to evaluate the effectiveness of dummy variables in detecting outliers. While generally confirming some findings in the literature, the model refutes the presumption that the t˗stat...
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| Format: | Article |
| Language: | English |
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Econometric Research Association
2013-09-01
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| Series: | International Econometric Review |
| Subjects: | |
| Online Access: | http://www.era.org.tr/makaleler/30050079.pdf |