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  • Search: subject:"$\sqrt\{n\}$-consistency of estimate by instrumental weighted variables"
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$\sqrt{n}$-consistency of estimate by instrumental weighted variables 1 Robustness 1 asymptotic representation of the estimate 1 implicit weighting 1 instrumental variables 1 numerical study 1
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Víšek, Jan 1
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Bulletin of the Czech Econometric Society 1
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Asymptotic Representation Of The Instrumental Weighted Variables - Theory And Practice: Part I - deriving the formula for the asymptotic representation.
Víšek, Jan - In: Bulletin of the Czech Econometric Society 21 (2014)
<p>The  robust version of the classical  instrumental variables, called Instrumental Weighted Variables (IWV) and the conditions for its consistency and $\sqrt{n}$-consistency  are recalled. The reasons  why the classical instrumental variables as well as  IWV were introduced and the idea of...</p>
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