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Asymptotic Properties of the Weighted Least Squares Estimator Under Moments Restriction

Bayram, Deniz and Dayé, Modeste (2014): Asymptotic Properties of the Weighted Least Squares Estimator Under Moments Restriction.

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Abstract

The aim of this work is to review the paper by Hellerstein & Imbens (1982) focusing on the use of auxiliary data and a formal derivation of the asymptotic properties of the underlying Weighted Least Squares estimator.

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