Can you compute the BLUE estimator of (boldsymbol{beta}) if Equation (19.41) holds and you do not know

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Can you compute the BLUE estimator of $\boldsymbol{\beta}$ if Equation (19.41) holds and you do not know $\boldsymbol{\Omega}$ ? What if you know $\boldsymbol{\Omega}$?

Equation (19.41)

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Introduction To Econometrics

ISBN: 9780134461991

4th Edition

Authors: James Stock, Mark Watson

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Question Posted: May 02, 2024 03:52 AM

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Can you compute the BLUE estimator of (boldsymbol{beta}) if Equation (19.41) holds and you do not know

Question:

E(UU'|X) = Q(x),

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Introduction To Econometrics

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