Another twist on the equality of OLS and GLS (Q1815630): Difference between revisions

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Property / cites work: Properties of ordinary least squares estimators in regression models with nonspherical disturbances / rank
 
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Property / cites work: Sufficient Linear Structures: Econometric Applications / rank
 
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Property / cites work: When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach / rank
 
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Revision as of 15:43, 24 May 2024

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Another twist on the equality of OLS and GLS
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    Another twist on the equality of OLS and GLS (English)
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    23 March 1997
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    ordinary least squares
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    generalized least squares
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    subset of regression coefficients
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    necessary and sufficient condition
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    equality of the OLS and GLS
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    linear model
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