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|Title:||Analysis of complex data in official trade statistics|
|Authors:||CERASA ANDREA; TORTI Francesca; PERROTTA Domenico|
|Citation:||47th Scientific Meeting of the Italian Statistical Society - Proceedings|
|Publisher:||CUEC Cooperativa Universitaria Editrice Cagliaritana|
|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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