Asymptotic distribution of the weighted least squares estimator (Q583756)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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