17-029/III - Weighted-Average Least Squares Estimation of Generalized Linear Models

• Authors
  Giuseppe de Luca, University of Palermo, Italy; Jan Magnus, VU Amsterdam, The Netherlands; Franco Peracchi, University Rome Tor Vergata, Italy
• Publication date
  February 27, 2017

• Keywords
  WALS, model averaging, generalized linear models, Monte Carlo, attrition
• JEL
  C51, C25, C13, C11