An Alternative Proof That OLS is BLUE

Abstract We provide an altrnative proof that the Ordinary Least Squares estimator is the (conditionally) best linear unbiased estimator.

Year of publication:	2012
Authors:	White, Halbert ; Cho, Jin Seo
Published in:	Journal of Econometric Methods. - De Gruyter, ISSN 2156-6674, ZDB-ID 2684112-5. - Vol. 1.2012, 1, p. 107-107
Publisher:	De Gruyter
Subject:	efficiency \| Gauss-Markov \| OLS estimator.

Type of publication:	Article
Type of publication (narrower categories):	research-article
Language:	English
Other identifiers:	10.1515/2156-6674.1034 [DOI]
Source:	Other ZBW resources

Persistent link: https://www.econbiz.de/10014612542