Analysis of complex data in official trade statistics
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.
CERASA Andrea;
TORTI Francesca;
PERROTTA Domenico;
2014-10-20
CUEC Cooperativa Universitaria Editrice Cagliaritana
JRC89886
978-88-8467-874-4,
http://www.sis2014.it/proceedings/,
http://www.sis2014.it/proceedings/allpapers/3047.pdf,
https://publications.jrc.ec.europa.eu/repository/handle/JRC89886,
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