Instrumental Weighted Variables

Authors

  • Jan Ámos Víšek Charles University and Academy of Sciences, Prague, Czech Republic

DOI:

https://doi.org/10.17713/ajs.v35i2&3.386

Abstract

A motivation for the classical Instrumental Variables and the reasons for here-proposed way of their robustification are discussed. The conditions for the ?n-consistency, the existence of Bahadur representation and the asymptotic normality of the robustified estimator are given.

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Published

2016-04-03

How to Cite

Víšek, J. Ámos. (2016). Instrumental Weighted Variables. Austrian Journal of Statistics, 35(2&3), 379–387. https://doi.org/10.17713/ajs.v35i2&3.386

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