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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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書誌詳細
主要な著者:	Midi, Habshah, Rana, Md. Sohel, Imon, A. H. M. Ramatullah
フォーマット:	論文
言語:	English
出版事項:	Academy of Economic Studies 2014
オンライン･アクセス:	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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