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 languageEnglish
TypeReview
Number of pages13
DOIs
Publication statusUnpublished - 2014

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