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Asymptotic Distribution of the Hildreth-Houck Estimator - MaRDI portal

Asymptotic Distribution of the Hildreth-Houck Estimator (Q3675354)

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Asymptotic Distribution of the Hildreth-Houck Estimator
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    Asymptotic Distribution of the Hildreth-Houck Estimator (English)
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    1985
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    two-stage estimator
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    asymptotic normality
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    Carroll-Ruppert theorem
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    heteroscedasticity
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    random-coefficients regression model
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    weighted least squares estimators
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    estimated weights
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    Hildreth-Houck estimators
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