Generalized Least Squares

Consider the LINEAR REGRESSION model y = + u, where y is a n-by-1 vector of observations on a dependent variable, X is a n-by-k matrix of independent variables of full column rank, β is a k-by-1 vector of parameters to be estimated, and u is a n-by-1 ...

  • Loading...
locked icon

Sign in to access this content

Get a 30 day FREE TRIAL

  • Watch videos from a variety of sources bringing classroom topics to life
  • Read modern, diverse business cases
  • Explore hundreds of books and reference titles