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Two-step robust estimator in heteroscedastic regression model in the presence of outliers

Although the ordinary least squares (OLS) estimates are unbiased in the presence of heteroscedasticity, these are no longer efficient. This problem becomes more complicated when the violation of constant error variances comes together with the existence of outliers. The weighted least squares (WLS)...

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书目详细资料
Main Authors:	Midi, Habshah, Rana, Md. Sohel, Imon, A. H. M. Ramatullah
格式:	Article
语言:	English
出版:	Academy of Economic Studies 2014
在线阅读:	http://psasir.upm.edu.my/id/eprint/35908/1/Two-step%20robust%20estimator%20in%20heteroscedastic%20regression%20model%20in%20the%20presence%20of%20outliers.pdf http://psasir.upm.edu.my/id/eprint/35908/ http://www.ecocyb.ase.ro/Articles2014_3.htm
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