Lecture 5 Flashcards
1
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2
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If we have hetroskedastic serial correlation
3
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4
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5
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6
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7
Q
What is the Feasible Generalized Least Squares model?
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8
Q
How do we compute th FGLS estimation?
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9
Q
What are the properties of FGLS for small n?
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10
Q
What are the properties of FGLS for large n?
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11
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12
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13
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