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

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Asymptotic distribution of the weighted least squares estimator
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    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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