Asymptotic Properties of the Weighted Least Squares Estimator Under Moments Restriction

Deniz Bayram and Modeste Dayé

MPRA Paper from University Library of Munich, Germany

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.

Keywords: auxiliary data; asymptotic properties; WLS. (search for similar items in EconPapers)
JEL-codes: C13 C4 C5 (search for similar items in EconPapers)
Date: 2014
New Economics Papers: this item is included in nep-ecm
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://mpra.ub.uni-muenchen.de/60465/1/MPRA_paper_60465.pdf original version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:60465

Access Statistics for this paper

More papers in MPRA Paper from University Library of Munich, Germany Ludwigstraße 33, D-80539 Munich, Germany. Contact information at EDIRC.
Bibliographic data for series maintained by Joachim Winter ().