The Implicit Weighting of GMM Estimators
Year of publication: |
2008
|
---|---|
Authors: | Víšek, Jan |
Published in: |
Bulletin of the Czech Econometric Society. - Česká ekonometrická společnost - CES. - Vol. 15.2008
|
Publisher: |
Česká ekonometrická společnost - CES |
Subject: | Robustified GMM estimation | robust regression | influential points | contamination | heteroscedasticity | instrumental variables | the least weighted squares |
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