Hi guys:
I am sure if you understand the topic then you have seen this question somewhere in econometrics exam.
How to prove that using kronecker product rule that GLS reduces to OLS?
Exam coming, thanks in advance!!!
Hi guys:
I am sure if you understand the topic then you have seen this question somewhere in econometrics exam.
How to prove that using kronecker product rule that GLS reduces to OLS?
Exam coming, thanks in advance!!!
http://emlab.berkeley.edu/~mcfadden/e240b_f01/ch5.pdf
GLS is general least square. the question is on bottom of page 3/beginning of page 4