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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
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