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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主要作者: Mahdi, Orooba Mohsin
格式: Thesis
語言:English
出版: 2016
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在線閱讀:http://psasir.upm.edu.my/id/eprint/69302/1/FS%202016%2084%20IR.pdf
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