Asymptotic distribution of the weighted least squares estimator (Q583756): Difference between revisions
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| Property / cites work: Adapting for heteroscedasticity in linear models / rank | |||
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| Property / cites work: Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models / rank | |||
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| Property / cites work: Estimation for a linear regression model with unknown diagonal covariance matrix / rank | |||
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| Property / cites work: Asymptotic properties of the maximum likelihood estimator in dichotomous logit models / rank | |||
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| Property / cites work: Estimating Heteroscedastic Variances in Linear Models / rank | |||
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Latest revision as of 12:06, 20 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic distribution of the weighted least squares estimator |
scientific article |
Statements
Asymptotic distribution of the weighted least squares estimator (English)
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1989
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asymptotic distribution of the weighted least squares estimator
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heteroscedastic linear regression model
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consistent estimator of the asymptotic covariance matrix
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moment conditions
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error distributions
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