Víšek, J.Á.: Robustifying instrumental variables.
| Author(s): | prof. RNDr. Jan Ámos Víšek CSc., |
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| 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). |
