Robust instrumental variables and specification test.
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F01%3A16010033" target="_blank" >RIV/67985556:_____/01:16010033 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Robust instrumental variables and specification test.
Original language description
Employing nowadays standard technique of asymptotic linearity Bahadur representation of instrumental(IME) and ordinary M-estimators under assumption that explanatory variables are correlated with disturbances in the linear model is derived. It allows toprove asymptotic normality of both types of estimators. Since the results for IME is valid also when the explanatory variables and disturbances are independent, robustified version of specification test can be established and its behaviour described.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
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Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2001
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Zborník konferencie PRASTAN 2000.
ISBN
80-227-1486-0
ISSN
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e-ISSN
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Number of pages
32
Pages from-to
133-164
Publisher name
STU SF
Place of publication
Bratislava
Event location
Bezovec [SK]
Event date
May 22, 2000
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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