Asymptotic distribution of the weighted least squares estimator (Q583756): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Adapting for heteroscedasticity in linear models / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Estimation for a linear regression model with unknown diagonal covariance matrix / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Asymptotic properties of the maximum likelihood estimator in dichotomous logit models / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Estimating Heteroscedastic Variances in Linear Models / rank | |||
Normal rank | |||
Latest revision as of 13:06, 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)
0 references
1989
0 references
asymptotic distribution of the weighted least squares estimator
0 references
heteroscedastic linear regression model
0 references
consistent estimator of the asymptotic covariance matrix
0 references
moment conditions
0 references
error distributions
0 references
0 references
