Detail publikace

Víšek, J. Á. : The Instrumental Weighted Variables. Part III. Asymptotic Representation.

Autor: prof. RNDr. Jan Ámos Víšek CSc.,
Typ: IES Working Papers
Rok: 2007
Číslo: 7
ISSN / ISBN:
Publikováno v: IES Working Papers
Místo vydání: Prague
Klíčová slova: Robustness, instrumental variables, implicit weighting, square root of n-consistency of estimate by instrumental weighted variables, asymptotic representation of the estimate and its normality
JEL kódy:
Citace: Víšek, J. A. (2007). “ The Instrumental Weighted Variables. Part III. Asymptotic Representation. ” IES Working Paper 7/2007. IES FSV. Charles University.
Granty: Výzkumný záměr IES (2005-2011) Integrace české ekonomiky do Evropské unie a její rozvoj
Abstrakt: The robust version of the classical instrumental variables, called Instrumental Weighted Variables (IWV) and the conditions for its square root of n-consistency as given in the Part I and II of this paper are recalled. Of course, the reasons why the classical instrumental variables as well as IWV were introduced and the idea of implicit weighting the residuals (firstly employed by the Least Weighted Squares, see Víšek (2000)) are also very briefly recalled (details were discussed in Part I of this paper). Then asymptotic representation and normality of all solutions of the corresponding normal equations is proved.
Ke stažení: WP 2007_7 Visek
Červenec 2018
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