Asymptotic Properties of the Weighted Least Squares Estimator Under Moments Restriction Report as inadecuate




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Abstract

The aim of this work is to review the paper by Hellerstein and Imbens 1982 focusing on the use of auxiliary data and a formal derivation of the asymptotic properties of the underlying Weighted Least Squares estimator.



Item Type: MPRA Paper -

Original Title: Asymptotic Properties of the Weighted Least Squares Estimator Under Moments Restriction-

English Title: Asymptotic Properties of the Weighted Least Squares Estimator Under Moments Restriction-

Language: English-

Keywords: auxiliary data, asymptotic properties, WLS.-

Subjects: C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C13 - Estimation: GeneralC - Mathematical and Quantitative Methods > C4 - Econometric and Statistical Methods: Special TopicsC - Mathematical and Quantitative Methods > C5 - Econometric Modeling-





Author: Bayram, Deniz

Source: https://mpra.ub.uni-muenchen.de/60465/







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