Asymptotic distribution of the weighted least squares estimator (Q583756)
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scientific article; zbMATH DE number 4133297
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| English | Asymptotic distribution of the weighted least squares estimator |
scientific article; zbMATH DE number 4133297 |
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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0.8422037363052368
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0.8349748849868774
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0.8349747657775879
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0.8336170315742493
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0.8296476602554321
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