Publication detail

Víšek, J.Á.: Weigted GMM estimation.

Author(s): prof. RNDr. Jan Ámos Víšek CSc.,
Type: Article in collection
Year: 2004
Number:
ISSN / ISBN: ISBN 80-7015-972-3
Published in: Proceedings of ROBUST 2004, 411-418.
Publishing place: Prague, the Czech Republic
Keywords:
JEL codes:
Suggested Citation:
Grants: 402/03/0084The least weighted squares - asymptotics, diagnostics, sensitivity studies and implementation
Abstract: The paper shows a possibility how to modify the idea of the implict weighting of residuals into the generalized moment method.

Partners

Deloitte

Sponsors

CRIF
McKinsey
Patria Finance