## Publication detail

### Víšek, J. Á. : Asymptotic representation of the instrumentl weighted variables - theory and pracrice. Part II - numerical study

Author(s): prof. RNDr. Jan Ámos Víšek CSc., Articles in refereed journals 2014 0 2336-2782 Bulletin of the Czech Econometric Society 21(32), 48 - 72. Prague Robustness, instrumental variables, implicit weighting, $\sqrt{n}$-consistency of estimate by instrumental weighted variables, asymptotic representation of the estimate, numerical study. DYME – Dynamic Models in Economics The behavior of the robust version of the classical instrumental variables, called instrumental weighted variables, and their asymptotic representation is studied by means of the Monte Carlo experiments under various frameworks. The results are given both in the compressed'' form of empirical means and empirical mean square errors of the estimators (computed for the simulated data-sets) as well as in the form of patterns of their empirical distributions.

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