Search Results - subject:"implicit weighting"

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)

well as IWV were introduced and the idea of implicit weighting the residuals are also very briefly recalled. Then …

Persistent link: https://www.econbiz.de/10011152546

Asymptotic Representation Of The Instrumental Weighted Variables - Theory And Practice: Part II - numerical study

Víšek, Jan - In: Bulletin of the Czech Econometric Society 21 (2014)

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...

Persistent link: https://www.econbiz.de/10010756059

The Instrumental Weighted Variables. Part II. Square root of n-consistency

Víšek, Jan Ámos - Institut ekonomických studií, Univerzita Karlova v Praze - 2007

classical Instrumental Variables were introduced as well as the idea of implicit weighting the residuals (firstly employed by …

Persistent link: https://www.econbiz.de/10005808669

The Instrumental Weighted Variables. Part III. Asymptotic Representation

Víšek, Jan Ámos - Institut ekonomických studií, Univerzita Karlova v Praze - 2007

why the classical instrumental variables as well as IWV were introduced and the idea of implicit weighting the residuals …

Persistent link: https://www.econbiz.de/10005698688

The Instrumental Weighted Variables. Part I. Consistency

Víšek, Jan Ámos - Institut ekonomických studií, Univerzita Karlova v Praze - 2007

A robust version of the method of Instrumental Variables accommodating the idea of an implicit weighting the residuals … is proposed and its properties studied. (The idea of implicit weighting down the “suspicious” residuals was firstly …

Persistent link: https://www.econbiz.de/10005698722

Consistency of the instrumental weighted variables

Víšek, Jan - In: Annals of the Institute of Statistical Mathematics 61 (2009) 3, pp. 543-578

Persistent link: https://www.econbiz.de/10005029244