Hostname: page-component-78c5997874-j824f Total loading time: 0 Render date: 2024-11-19T17:21:00.880Z Has data issue: false hasContentIssue false
  • English
  • Français

02.3.2. Badly Weighted Least Squares—Solution

Published online by Cambridge University Press:  01 August 2003

Douglas P. Wiens
Douglas P. Wiens
Affiliation:
University of Alberta, Edmonton, Alberta
Get access Rights & Permissions [Opens in a new window]

Extract

Badly weighted least squares—solution.An excellent solution was independently proposed by Geert Dhaene. A proof for the case p = 1 based on the convexity of Laplace transforms was also provided by Koenker and Portnoy, the posers of the problem.

Type
PROBLEMS AND SOLUTIONS
Information
Econometric Theory , Volume 19 , Issue 4 , August 2003 , pp. 701 - 703
Copyright
© 2003 Cambridge University Press

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)