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

Published online by Cambridge University Press:  18 October 2010

Peter C.B. Phillips
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Abstract

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Type
Solutions
Information
Econometric Theory , Volume 8 , Issue 1 , March 1992 , pp. 158 - 159
Copyright
Copyright © Cambridge University Press 1992

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References

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