Test Post about Outliers

[Matt Von]

I am trying to use OLS regression. I have tested my model for normality and it meets the OLS assumption except the outliers. I am wondering what's the best way to fix this without threating the validity of my results. I have researched various methods but cannot come to a conclusion of which is best. Furthermore, I have read it is possible to limit the effect of outliers through the use of robust regression though I not convinced this is the case. The data I am working with is Time Series

[Matt Von]

Test

[Der Basil]

hello Matt Von,

You can use any of the following
1. studendized residuals COMMAND- predict (xxxx), rstudent
2.cooks D COMMAND- predict (xxxx), cooksd
3.Bacon bacon varlist, gen (xxxx)
4.Df Beta Values COMMAND- predict (xxxx), dfbeta

[nahousse diabate]

what is the command to perform the causality test of toda yamamoto

[nahousse diabate]

what is the command to perform the cointegration test peasaran and all (2001)