ECON20110 Generalized Least Squares

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In here I discuss the idea behing GLS
  1. Ralf Becker
  2. Manchester. Econometrics
  3. ECON20110
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Комментарии
Автор

Can you provide some problem sets and solutions so that we can test ourselves. Or any other resource.

souvikghosh
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If we don't know omega, why is it feasible to use weighted least square, we still don't know what Zs are?

wolfgangi
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HOW DO YOU PROVE VAR(B GLS) < VAR(B OLS)? I think you should include that.

jiahuazhu
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Awesome video! Thanks for clarification!

parmusical