Application of robust wild bootstrap estimation of linear model in econometric

• Main Authors: Adnan, Robiah, Saffari, Seyed Ehsan, Rasheed, Abdulkadir Bello, Pati, Kafi Dano
• Format: Article
• Published: Centre for Environment, Social & Economic Research (CESER) 2015
• Subjects: QA Mathematics
• Online Access: http://eprints.utm.my/id/eprint/60120/; http://www.ceser.in/ceserp/index.php/ijamas/article/view/3382
• Institution: Universiti Teknologi Malaysia

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...