# Thread: use kronecker product to prove GLS reduces to OLS

1. ## use kronecker product to prove GLS reduces to OLS

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?

2. ## Re: use kronecker product to prove GLS reduces to OLS

Hey noblewhale.

I take it OLS means Ordinary Least Squares but what does GLS refer to?

3. ## Re: use kronecker product to prove GLS reduces to OLS

GLS is general least square. the question is on bottom of page 3/beginning of page 4

4. ## Re: use kronecker product to prove GLS reduces to OLS

and chiro thanks, you are always the one that replies!