Consistency of the instrumental weighted variables
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11230%2F09%3A00209112" target="_blank" >RIV/00216208:11230/09:00209112 - isvavai.cz</a>
Alternative codes found
RIV/67985556:_____/09:00365724
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Consistency of the instrumental weighted variables
Original language description
For the robustified version of the classical instrumental variables the consistency is proved. The idea of weighting order statistics of the squared residuals is recalled and discussed in ditailes. Algorithm for evaluation of the proposed estimat
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA402%2F06%2F0408" target="_blank" >GA402/06/0408: Robustification of generalized moment method</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2009
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Annals of the Institute of Statistical Mathematics
ISSN
0020-3157
e-ISSN
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Volume of the periodical
61
Issue of the periodical within the volume
3
Country of publishing house
JP - JAPAN
Number of pages
36
Pages from-to
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UT code for WoS article
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EID of the result in the Scopus database
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