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  • Návrhy robustních odhadů generovaných obecnými kriteriálními funkcemi, s modifikacemi těchto odhadů (typu insrumentálních veličin) pro nestandardní situace a návrhy robustifikovaných diagnostických nástrojů pro ně. Studie citlivosti nových odhadů vzhledem ke změnám data a simulační studie. (cs)
  • The uniform convergence of empirical distribution function to theoretical one  (uniform with respect to regression coefficients of a linear model - valid even under heteroscedasticity) as well as some results from empirical processes opened the way for simple proving asymptotic properties of the Least Weighted Squares (LWS)  as well as of modifications of them as e.g. Instrumental Weighted Variables (IWV). It allowed also to robustify some classical iagnostic tools to be tailored for LWS and IWV. Finally, it enables us to derive new results on ensitivity studies for LWS and IWV. Natural continuation of the research (which we propose) is the study of  General Objective Functions (GOF), followed again by modifications of GOF-estimators (e.g. a ``version of Instrumental Variables'' for GOF-estimators)  and also proposals of robustified diagnostics tailored for GOF-estimators and finally, sensitivity studies for them. The research will be supported by simulation studies. (en)
Title
  • Robustification of selected econometric methods (en)
  • Robustifikace vybraných ekonometrických metod (cs)
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  • Robustnost; regrese; empirické procesy; modifikace a zobecnění klasických ekonometrických metod (en)
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