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    Outlier analysis with IQR and different sample size

    I'm doing an extreme outlier analysis on the price distribution of the New York Airbnb listings in 2019. I divided the overall distribution in 15 distributions, grouping them by "room_type" (3 types) and "borough" (5 boroughes): for example, one distribution can be ("Private room", "Queens")...
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    Cross-section correlations in panel data

    Let's say we have 3 variables and T = 1000. Let's say we don't know if the variables follow a stationary or non-stationary process. We plot graphs and we see that variance seems not constant, so we prefere using the Kendall coefficient and not the Pearson. My question is: does it make sense to...
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    Is there a test for omitted variable bias?

    I study finance and economics and every time i study an econometric study with OLS regression i wonder how the author can be sure of the non existance of omitted variable bias. I guess that in almost every economic study with regression this bias is present. Is there a method or test to check if...