Publication detail

Víšek, J.Á.: Robustifying instrumental variables.

Author(s): prof. RNDr. Jan Ámos Víšek CSc.,
Type: Article in collection
Year: 2004
Number:
ISSN / ISBN: ISBN 3-7908-1554-3
Published in: Proceedings of COMPSTAT 2004, Physica-Verlag/Springer. ISBN 3-7908-1554-3, 1947-1954.
Publishing place: Prague
Keywords:
JEL codes:
Suggested Citation:
Grants: 402/03/0084The least weighted squares - asymptotics, diagnostics, sensitivity studies and implementation
Abstract: The paper propeses a definition of the estimator by the method of instrumental variables based on implicit weighting of residual (in an analgous way as for the Least Weighted Squares).

Partners

Deloitte

Sponsors

CRIF
McKinsey
Patria Finance