arbiter
JournalsPricingAccount

Asymptotic Representation Of The Instrumental Weighted Variables - Theory And Practice: Part II - numerical study

Jan Ámos Vı́šek

Bulletin of the Czech Econometric Society2014article
ABDC C
Weight
0.35

What the paper says

The behavior of the robust version of the classical instrumental variables, called instrumental weighted variables, and their asymptotic representation is studied by means of the Monte Carlo experiments under various frameworks. The results are given both in the !compressed'' form of empirical means and empirical mean square errors of the estimators (computed for the simulated data-sets) as well as in the form of patterns of their empirical distributions.

1 citation

Cite this paper

@article{jan2014,
  title        = {{Asymptotic Representation Of The Instrumental Weighted Variables - Theory And Practice: Part II - numerical study}},
  author       = {Jan Ámos Vı́šek},
  journal      = {Bulletin of the Czech Econometric Society},
  year         = {2014},
}

Paste directly into BibTeX, Zotero, or your reference manager.

Flag this paper

Asymptotic Representation Of The Instrumental Weighted Variables - Theory And Practice: Part II - numerical study

Flags are reviewed by the Arbiter methodology team within 5 business days.

Evidence weight

0.35

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

F · citation impact0.23 × 0.4 = 0.09
M · momentum0.20 × 0.15 = 0.03
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.