Asymptotic Properties of the Weighted Least Squares Estimator Under Moments Restriction

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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Year of publication:	2014
Authors:	Bayram, Deniz ; Dayé, Modeste

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Type of publication:	Book / Working Paper
Language:	English
Notes:	Bayram, Deniz and Dayé, Modeste (2014): Asymptotic Properties of the Weighted Least Squares Estimator Under Moments Restriction.
Classification:	C13 - Estimation ; C4 - Econometric and Statistical Methods: Special Topics ; C5 - Econometric Modeling
Source:	BASE

Persistent link: https://www.econbiz.de/10015245315