Asymptotic properties of the weighted-average least squares (WALS) estimator

Giuseppe De Luca, Jan Magnus, Franco Peracchi

Research output: Working paper / Preprint › Working paper › Professional

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@techreport{9a56edefdde142ab84ac4c5bee599a36,

title = "Asymptotic properties of the weighted-average least squares (WALS) estimator",

author = "{De Luca}, Giuseppe and Jan Magnus and Franco Peracchi",

year = "2022",

month = mar,

day = "3",

language = "English",

volume = "22-022/III",

publisher = "Tinbergen Institute",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}