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)...
| Main Authors: | , , |
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| 格式: | 文件 |
| 语言: | English |
| 出版: |
Academy of Economic Studies
2014
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| 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 |