Identification with averaged data and implications for hedonic regression studies

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dc.contributor.author	Silva, João Santos
dc.contributor.author	Machado, José
dc.date.accessioned	2022-05-24T16:59:12Z
dc.date.available	2022-05-24T16:59:12Z
dc.date.issued	2010-11
dc.description.abstract	In the estimation of models with averaged data, weighted least squares is often used and recommended as a way of improving the e¢ciency of the estimator. However, if the size of the di¤erent groups is not conditionally independent of the regressand, consistent estimation may not be possible at all. It is argued that in the case of some leading examples of averaged data regression, consistent estimation is possible using the usual weighted estimator.	pt_PT
dc.description.version	info:eu-repo/semantics/publishedVersion	pt_PT
dc.identifier.citation	Silva, João Santos e José Machado .2010. “Identification with averaged data and implications for hedonic regression studies” . Banco de Portugal. Economic Research Department. Working Papers nº 10/ 2010	pt_PT
dc.identifier.uri	http://hdl.handle.net/10400.5/24365
dc.language.iso	eng	pt_PT
dc.publisher	Banco de Portugal	pt_PT
dc.relation.ispartofseries	Banco de Portugal. Economic Research Department. Working Papers nº 10/ 2010;
dc.subject	Endogenous Sampling	pt_PT
dc.subject	Functional Form	pt_PT
dc.subject	Weighted Least Squares	pt_PT
dc.title	Identification with averaged data and implications for hedonic regression studies	pt_PT
dc.type	working paper
dspace.entity.type	Publication
rcaap.rights	openAccess	pt_PT
rcaap.type	workingPaper	pt_PT

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