0365724 20240103195702.820111103235959.9 000268509800002 10.1007/s10463-007-0159-8 Consistency of the instrumental weighted variables 36 s. cav_un_epca*02507910020-3157Annals of the Institute of Statistical Mathematics613 (2009)543-578 Regression Instruments Consistency Robustness cav_un_auth*0101225 Víšek Jan Ámos Stochastická informatika Department of Stochastic Informatics SI SI UTIA-B Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2011/SI/visek-consistency of the instrumental weighted variables.pdf GA402/09/0557 GA UK CZ cav_un_auth*0278673 CEZ:AV0Z10750506 A robust version of method of Instrumental Variables accommodating the idea of an implicit weighting the residuals is proposed and its properties studied. Firstly, it is shown that all solutions of the corresponding normal equations are bounded in probability. Then the weak consistency of them is proved. The algorithm, evaluating the estimate, is described and results of small MC study discussed. 2012 BB 1 http://hdl.handle.net/11104/0200897 0.677 0.152 >10.0 0.00265 0.579 1091 46 24 0.658 23.53 0.6 2009 000268509800002 WOS cav_un_epca*0250791 Annals of the Institute of Statistical Mathematics 0020-3157 1572-9052 Roč. 61 č. 3 2009 543 578