Consistency of the instrumental weighted variables

DOI10.1007/s10463-007-0159-8zbMath1332.62246OpenAlexW2037386721MaRDI QIDQ841016

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

zbMATH Keywords

robustnessinstrumental variablesconsistency of estimate by instrumental weighted variablesimplicit weighting

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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Uses Software

• car
• alr3

Cites Work

• Another look at the instrumental variable estimation of error-components models
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• On high breakdown point estimation
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• Monotone Instrumental Variables: With an Application to the Returns to Schooling
• A New Specification Test for the Validity of Instrumental Variables
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
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