A Simple Approach to Teaching Generalized Least Squares Theory

Authors
Oksanen, E. H.
Citation
H. Oksanen, E., A Simple Approach to Teaching Generalized Least Squares Theory, American statistician , 45(3), 1991, pp. 229-233
Journal title
American statistician → ACNP
ISSN journal
00031305
Volume
45
Issue
3
Year of publication
1991
Pages
229 - 233
Database
ACNP
SICI code
Abstract
This article develops some important propositions in generalized least squares theory, using simple illustrative joint distributions.It is intended to be useful in the teaching of introductory econometrics.A consumption function example is used to link theoretical issues to practical applications.