Econometric Theory

Table of Contents - 2003 - Volume 19, Issue 04  


PROBLEMS AND SOLUTIONS

02.3.2. Badly Weighted Least Squares—Solution

Douglas P.  Wiens  a1
a1 University of Alberta, Edmonton, Alberta

Article author query
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Badly weighted least squares—solution. 1


Footnotes

1 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.