0410564 20240103182222.820060210235959.9 80-227-1486-0 Bratislava STU SF 2001 32 s. 133-164KalinaM. instrumental M-estimators asymptotic representation and normality specification test cav_un_auth*0101225 Víšek Jan Ámos UTIA-B Ústav teorie informace a automatizace AV ČR, v. v. i. 12B 255/2000/A EK/FSV GA UK CZ AV0Z1075907 Employing nowadays standard technique of asymptotic linearity Bahadur representation of instrumental(IME) and ordinary M-estimators under assumption that explanatory variables are correlated with disturbances in the linear model is derived. It allows to prove asymptotic normality of both types of estimators. Since the results for IME is valid also when the explanatory variables and disturbances are independent, robustified version of specification test can be established and its behaviour described. cav_un_auth*0212746 PRASTAN 2000 Bezovec SK 22.05.2000-26.05.2000 BB SI http://hdl.handle.net/11104/0130653 UTIA-B 20010033 2001 2001 Bratislava STU SF 80-227-1486-0 Zborník konferencie PRASTAN 2000 133 164 Proceedings of the Conference PRASTAN 2000 Kalina M. 340