Title: Analysis of complex data in official trade statistics
Authors: CERASA ANDREATORTI FrancescaPERROTTA Domenico
Citation: 47th Scientific Meeting of the Italian Statistical Society - Proceedings
Publisher: CUEC Cooperativa Universitaria Editrice Cagliaritana
Publication Year: 2014
JRC N°: JRC89886
ISBN: 978-88-8467-874-4
URI: http://www.sis2014.it/proceedings/
http://www.sis2014.it/proceedings/allpapers/3047.pdf
http://publications.jrc.ec.europa.eu/repository/handle/JRC89886
Type: Articles in periodicals and books
Abstract: International trade data are often affected by multiple linear populations and heteroscedasticity. An immediate consequence is the false declaration of outliers. We propose the monitoring of the White test statistic through the Forward Search as a new robust tool to test the presence of heteroscedasticity. We show that, if the data are considered on a monthly basis, the heteroscedastic problem can be often bypassed.
JRC Directorate:Space, Security and Migration

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