Asymptotic distribution of the weighted least squares estimator (Q583756)

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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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