Asymptotic Properties of the Weighted Least Squares Estimator Under Moments Restriction

Modeste Daye; Deniz Bayram

doi:10.13140/2.1.3825.1206

Asymptotic Properties of the Weighted Least Squares Estimator Under Moments Restriction

Modeste Daye, Deniz Bayram

Research output: Other contribution

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Abstract

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

Original language	English
Type	Review
Number of pages	13
DOIs	https://doi.org/10.13140/2.1.3825.1206
Publication status	Unpublished - 2014

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

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DO - 10.13140/2.1.3825.1206

M3 - Other contribution

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Asymptotic Properties of the Weighted Least Squares Estimator Under Moments Restriction

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