Consistency of the instrumental weighted variables
DOI10.1007/S10463-007-0159-8zbMATH Open1332.62246OpenAlexW2037386721MaRDI QIDQ841016FDOQ841016
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
Recommendations
- Instrumental weighted variables under heteroscedasticity. I: Consistency.
- Instrumental variables estimation in errors-in-variables models when instruments are correlated with errors
- Instrumental weighted variables under heteroscedasticity. II: Numerical study.
- RECENTERED AND RESCALED INSTRUMENTAL VARIABLE ESTIMATION OF TOBIT AND PROBIT MODELS WITH ERRORS IN VARIABLES
- Consistency of the least weighted squares under heteroscedasticity
instrumental variablesrobustnessconsistency of estimate by instrumental weighted variablesimplicit weighting
Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
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Cited In (3)
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