Outliers and Influence Points in German Business Cycles
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Date
2002
Journal Title
Journal ISSN
Volume Title
Publisher
Universitätsbibliothek Dortmund
Abstract
In this paper, we examine the German business cycle (from 1955 to 1994) in order to identify univariate and multivariate outliers as well as influence points corresponding to Linear Discriminant Analysis. The locations of the corresponding observations are compared and economically interpreted.
Description
Table of contents
Keywords
outliers, influence points, linear discriminant analysis, business cycles