22-022/III - Asymptotic properties of the weighted-average least squares (WALS) estimator

• Authors
  Giuseppe De Luca, University of Palermo; Jan Magnus, Vrije Universiteit Amsterdam; Franco Peracchi, University of Rome Tor Vergata
• Publication date
  March 3, 2022

• Keywords
  Model averaging, normal location model, consistency, asymp- totic normality, WALS
• JEL
  C11, C13, C51, C52