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Moritz Schwarz@moritzpschwarz.bsky.social |
Xmas coming early: Really excited to publish a paper in the Journal of Econometrics w Felix Pretis & Xiyu Jiao! Here's a short thread about what we do - and how we show the effects of outliers when estimating damages from climate change.
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Moritz Schwarz
@moritzpschwarz.bsky.social
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t.co/swDJSdjnJN
Essentially, we try to test whether outliers significantly distort regression estimates.
That outliers can matter a lot when running regressions is really nothing new. Lots of colleagues have been using outlier-robust estimators to alleviate outliers overly influencing results.
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