Asymptotic Properties of the Weighted Least Squares Estimator Under Moments Restriction

Modeste Daye, Deniz Bayram

Résultats de recherche: Autre contribution

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Résumé

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.
langue originaleAnglais
TypeReview
Nombre de pages13
Les DOIs
étatNon publié - 2014

Empreinte digitale

Weighted Least Squares Estimator
Asymptotic Properties
Restriction
Moment
Review

Citer ceci

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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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Asymptotic Properties of the Weighted Least Squares Estimator Under Moments Restriction. / Daye, Modeste; Bayram, Deniz.

13 p. 2014, Review.

Résultats de recherche: Autre contribution

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AU - Bayram, Deniz

PY - 2014

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N2 - 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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