Asymptotic Representation Of The Instrumental Weighted Variables - Theory And Practice: Part II - numerical study
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11230%2F14%3A10281505" target="_blank" >RIV/00216208:11230/14:10281505 - isvavai.cz</a>
Result on the web
—
DOI - Digital Object Identifier
—
Alternative languages
Result language
angličtina
Original language name
Asymptotic Representation Of The Instrumental Weighted Variables - Theory And Practice: Part II - numerical study
Original language description
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.
Czech name
—
Czech description
—
Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
—
Result continuities
Project
<a href="/en/project/GBP402%2F12%2FG097" target="_blank" >GBP402/12/G097: DYME-Dynamic Models in Economics</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Bulletin of the Czech Econometric Society
ISSN
2336-2782
e-ISSN
—
Volume of the periodical
21
Issue of the periodical within the volume
32
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
25
Pages from-to
48-72
UT code for WoS article
—
EID of the result in the Scopus database
—