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The Instrumental Weighted Variables. Part III. Asymptotic Representation.

The robust version of the classical instrumental variables, called Instrumental Weighted Variables (IWV) and the conditions for its square root of n-consistency as given in the Part I and II of this paper are recalled.

Link http://ies.fsv.cuni.cz/in…ublication=2019&lng=en_GB
Author V?sek, J
Date 30-May-2007
Institute Institute of Economic Studies
Tags instrumental, variables, implicit, weighting

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