This is the twelfth in a series of lecture notes which, if tied together into a textbook, might be entitled “Practical Regression.” The purpose of the notes is to supplement the theoretical content of ...
The Review of Economics and Statistics is an 84-year old general journal of applied (especially quantitative) economics. Edited at Harvard University's Kennedy School of Government, The Review has ...
The article considers the efficiency of ordinary least squares (OLS) coefficient estimates relative to generalized least squares (GLS) in a linear regression model where the disturbances follow a ...
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