Robust estimation and detection of outliers in simultaneous regression model

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Robust estimation and detection of outliers in simultaneous regression model

The Two Stage Least Squares (2SLS) method is the commonly used method to estimate the parameters of the Simultaneous Equation Regression Model (SEM). This method employs the Ordinary Least Squares (OLS) method twice. Firstly, the endogenous X variable is estimated by the OLS and secondly the paramet...

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Bibliographic Details
Main Author:	Mahdi, Orooba Mohsin
Format:	Thesis
Language:	English
Published:	2016
Subjects:	Regression analysis Mathematical statistics
Online Access:	http://psasir.upm.edu.my/id/eprint/69302/ http://psasir.upm.edu.my/id/eprint/69302/7/FS%202016%2084%20IR%20edit.pdf

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