Read the following chapter. It should be accessible via the link after logging in with your x500 and password.
Additional Resources
- Shin, H.-C. (1998). Weighted least squares estimation with sampling weights. Journal of Econometrics, 8(2), 251–271.
- Solon, G., Haider, S. J., & Woolridge, J. (2013). What are we weighting for? (Working Paper No. 18859; NBER Working Paper Series). National Bureau of Economic Research.