Víšek, J. Á. : The Implicit Weighting of GMM Estimators
| Autor: | prof. RNDr. Jan Ámos Víšek CSc., |
|---|---|
| Typ: | Články v recenzovaných časopisech |
| Rok: | 2008 |
| Číslo: | 0 |
| ISSN / ISBN: | 1212-074x |
| Publikováno v: | Bulletin of Czech Econometric Society, 15, 3 - 29 |
| Místo vydání: | Prague |
| Klíčová slova: | Generalized Moments Method, robustification |
| JEL kódy: | |
| Citace: | |
| Abstrakt: | Generalized method of moment was proposed by Lars Peter Hansen (1982) to solve the problem of overidentification of model. Paper offers a robustified version of the method and proves its consistency |
