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Estimation Robuste des Equations d’Importation à Contamination Ponctuelle

Ghassan, Hassan B. (2001): Estimation Robuste des Equations d’Importation à Contamination Ponctuelle. Published in: Revue d'Economie et de Droit , Vol. 19, (25 September 2002): pp. 171-188.

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Abstract

The paper aims to model the outliers of the importation equations by using recursive robust estimation methods. Firstly, we use the test of Belsley to detect the aberrant points in the Moroccan importation data such agricultural machinery, sea boats, electric generators, motors-generators. We use robust method to estimate long-run and short-run equations of imports via many robustness functions. The findings exhibit interesting elasticities to price and to revenue and show the adjustment rate of each type of imported products.

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