Asymptotic distribution of the weighted least squares estimator
| Year of publication: |
1989
|
|---|---|
| Authors: | Shao, Jun |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 41.1989, 2, p. 365-382
|
| Publisher: |
Springer |
| Subject: | Heteroscedasticity | weighted least squares | asymptotic distribution | asymptotic covariance matrix | consistency |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616213