An Alternative Proof That OLS is BLUE

DOI10.1515/2156-6674.1034zbMath1279.62062OpenAlexW1576756378MaRDI QIDQ2870569

Jin Seo Cho, Halbert White

Publication date: 21 January 2014

Published in: Journal of Econometric Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/2156-6674.1034

zbMATH Keywords

efficiencyOLS estimatorGauss-Markov

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

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