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

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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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Bibliographic Details
Main Authors:	Midi, Habshah, Rana, Md. Sohel, Imon, A. H. M. Ramatullah
Format:	Article
Language:	English
Published:	Academy of Economic Studies 2014
Online Access:	http://psasir.upm.edu.my/id/eprint/35908/ http://psasir.upm.edu.my/id/eprint/35908/1/Two-step%20robust%20estimator%20in%20heteroscedastic%20regression%20model%20in%20the%20presence%20of%20outliers.pdf

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