Application of robust wild bootstrap estimation of linear model in econometric
This paper investigates the use of robust wild bootstrap techniques on regression model as an estimator for economic indicators in a situation where heteroscedasticity and outliers are present. We introduced robust procedures, called robust weighted bootstrap least trimmed squares (RWBootWu) and rob...
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| Main Authors: | , , , |
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| Format: | Article |
| Published: |
Centre for Environment, Social & Economic Research (CESER)
2015
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| Subjects: | |
| Online Access: | http://eprints.utm.my/id/eprint/60120/ http://www.ceser.in/ceserp/index.php/ijamas/article/view/3382 |
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| Institution: | Universiti Teknologi Malaysia |