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

Jan Ámos Vı́šek

Bulletin of the Czech Econometric Society2014article
ABDC C
Weight
0.26

What the paper says

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.

Cite this paper

@article{jan2014,
  title        = {{Asymptotic Representation Of The Instrumental Weighted Variables - Theory And Practice: Part I - deriving the formula for the asymptotic representation}},
  author       = {Jan Ámos Vı́šek},
  journal      = {Bulletin of the Czech Econometric Society},
  year         = {2014},
}

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Evidence weight

0.26

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.00 × 0.4 = 0.00
M · momentum0.20 × 0.15 = 0.03
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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