Consistency of the instrumental weighted variables

DOI10.1007/S10463-007-0159-8MaRDI QIDQ841016zbMATH OpenOpenAlexFDO

Authors Jan Ámos Víšek

Publication date 14 September 2009

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-007-0159-8

zbMATH Keywords

instrumental variablesrobustnessconsistency of estimate by instrumental weighted variablesimplicit weighting

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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• On the diversity of estimates.
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Cited in

(3)

• Empirical distribution function under heteroscedasticity
• Instrumental weighted variables under heteroscedasticity. I: Consistency.
• Instrumental weighted variables under heteroscedasticity. II: Numerical study.

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