EGLS?

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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arnyeinstein
Posts: 2
Joined: Wed Aug 19, 2009 4:59 am

EGLS?

Postby arnyeinstein » Thu Aug 20, 2009 3:43 am

Hi
What is exactly EGLS (extended GLS?) and what is the difference with WLS? I didn't find EGLS in the eviews help files.
Arnyeinstein

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: EGLS?

Postby EViews Glenn » Thu Aug 20, 2009 11:05 am

Estimated


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