About: Asymptotic Representation Of The Instrumental Weighted Variables - Theory And Practice: Part I - deriving the formula for the asymptotic representation     Goto   Sponge   NotDistinct   Permalink

An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

AttributesValues
rdf:type
Description
  • The robust version of the classical instrumental variables, called Instrumental Weighted Variables (IWV) and the conditions for its consistency and $\sqrt{n}$-consistency are recalled. The reasons why the classical instrumental variables as well as IWV were introduced and the idea of implicit weighting the residuals are also very briefly recalled. Then asymptotic representation and normality of all solutions of the corresponding normal equations is proved. Part II - numerical studies offers a possibility to create an idea how the asymptotic representation works under various frameworks.
  • The robust version of the classical instrumental variables, called Instrumental Weighted Variables (IWV) and the conditions for its consistency and $\sqrt{n}$-consistency are recalled. The reasons why the classical instrumental variables as well as IWV were introduced and the idea of implicit weighting the residuals are also very briefly recalled. Then asymptotic representation and normality of all solutions of the corresponding normal equations is proved. Part II - numerical studies offers a possibility to create an idea how the asymptotic representation works under various frameworks. (en)
Title
  • Asymptotic Representation Of The Instrumental Weighted Variables - Theory And Practice: Part I - deriving the formula for the asymptotic representation
  • Asymptotic Representation Of The Instrumental Weighted Variables - Theory And Practice: Part I - deriving the formula for the asymptotic representation (en)
skos:prefLabel
  • Asymptotic Representation Of The Instrumental Weighted Variables - Theory And Practice: Part I - deriving the formula for the asymptotic representation
  • Asymptotic Representation Of The Instrumental Weighted Variables - Theory And Practice: Part I - deriving the formula for the asymptotic representation (en)
skos:notation
  • RIV/00216208:11230/14:10281503!RIV15-GA0-11230___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA13-01930S)
http://linked.open...iv/cisloPeriodika
  • 32
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 4398
http://linked.open...ai/riv/idVysledku
  • RIV/00216208:11230/14:10281503
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • numerical study; asymptotic representation of the estimate; root-consistency of estimate by instrumental weighted variables; implicit weighting; instrumental variables; Robustness (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • CZ - Česká republika
http://linked.open...ontrolniKodProRIV
  • [B04E75CC46D8]
http://linked.open...i/riv/nazevZdroje
  • Bulletin of the Czech Econometric Society
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 21
http://linked.open...iv/tvurceVysledku
  • Víšek, Jan Ámos
issn
  • 2336-2782
number of pages
http://localhost/t...ganizacniJednotka
  • 11230
Faceted Search & Find service v1.16.118 as of Jun 21 2024


Alternative Linked Data Documents: ODE     Content Formats:   [cxml] [csv]     RDF   [text] [turtle] [ld+json] [rdf+json] [rdf+xml]     ODATA   [atom+xml] [odata+json]     Microdata   [microdata+json] [html]    About   
This material is Open Knowledge   W3C Semantic Web Technology [RDF Data] Valid XHTML + RDFa
OpenLink Virtuoso version 07.20.3240 as of Jun 21 2024, on Linux (x86_64-pc-linux-gnu), Single-Server Edition (126 GB total memory, 58 GB memory in use)
Data on this page belongs to its respective rights holders.
Virtuoso Faceted Browser Copyright © 2009-2024 OpenLink Software