Publication details
Conference Paper (international conference)
Parameter estimation based on estimated data
: Proceedings of the 19th International Conference on Mathematical Methods in Economics 2001, p. 119-123 , Eds: Dlouhý M.
: VŠE, (Praha 2001)
: International Conference on Mathematical Methods in Economics 2001 /19./, (Hradec Králové, CZ, 05.09.2001-07.09.2001)
: AV0Z1075907
: GA201/99/0264, GA ČR
: mathematical model, parameter, nuisance parameter
(eng): Linear regression model containing nuisance parameters is considered. Stability of estimators derived by OLS- or M-estimation procedure is treated while the nuisance parameters are replaced by their estimation.
: 12B
: BB