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The Geometry of the Equivalence of OLS and GLS in the Linear Model

Published online by Cambridge University Press:  11 February 2009

Peter C.B. Phillips
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Type
Problems
Information
Econometric Theory , Volume 6 , Issue 4 , December 1990 , pp. 489 - 490
Copyright
Copyright © Cambridge University Press 1990

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References

1.Kruskal, W.When are Gauss Markov and least squares estimators identical: A coordinate free approach. Annals of Mathematical Statistics, 39 (1968): 70–75.CrossRefGoogle Scholar
2.Malinvaud, E.Statistical methods of econometrics. Amsterdam: North Holland, 1980.Google Scholar