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- Thu Nov 27, 2014 6:58 am
- Forum: Econometric Discussions
- Topic: GLS estimator of beta
- Replies: 0
- Views: 1657
GLS estimator of beta
Hi guys, I know how to derive the GLS estimator of beta (theoretical GLS), but there a slight change to the question and i am not quite sure how to go about it. A researcher has reason to believe that the disturbances in the standard model are heteroscedastic, with a threefold block-diagonal structu...