Publication detail

Víšek, J. Á. : Consistency of Weighted Generalized

Author(s): prof. RNDr. Jan Ámos Víšek CSc.,
Type: Article in collection
Year: 2008
Number: 0
ISSN / ISBN: ISBN 978-80-7015-004-7
Published in: Robust 2008 (proceedings), 459 - 508.
Publishing place: Prague
Keywords: Generalized Moment Method, Robustification
JEL codes:
Suggested Citation:
Abstract: Generalized method of moment was proposed by Lars Peter
Hansen (1982) to solve the problem of overidentification of model.
Paper offers a robustified version of the method and proves its
consistency.

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