Author Question: The GLS estimator A) is always the more efficient estimator when compared to OLS. B) is the OLS ... (Read 224 times)

leo leo

  • Hero Member
  • *****
  • Posts: 566
The GLS estimator
 
  A) is always the more efficient estimator when compared to OLS.
  B) is the OLS estimator of the coefficients in a transformed model, where the errors of the transformed model satisfy the Gauss-Markov conditions.
  C) cannot handle binary variables, since some of the transformations require division by one of the regressors.
  D) produces identical estimates for the coefficients, but different standard errors.

Question 2

ARCH and GARCH models are estimated using the
 
  A) OLS estimation method.
  B) the method of maximum likelihood.
  C) DOLS estimation method.
  D) VAR specification.



bobsmith

  • Sr. Member
  • ****
  • Posts: 316
Answer to Question 1

Answer: B

Answer to Question 2

Answer: B



Related Topics

Need homework help now?

Ask unlimited questions for free

Ask a Question
 

Did you know?

Every flu season is different, and even healthy people can get extremely sick from the flu, as well as spread it to others. The flu season can begin as early as October and last as late as May. Every person over six months of age should get an annual flu vaccine. The vaccine cannot cause you to get influenza, but in some seasons, may not be completely able to prevent you from acquiring influenza due to changes in causative viruses. The viruses in the flu shot are killed—there is no way they can give you the flu. Minor side effects include soreness, redness, or swelling where the shot was given. It is possible to develop a slight fever, and body aches, but these are simply signs that the body is responding to the vaccine and making itself ready to fight off the influenza virus should you come in contact with it.

Did you know?

The Centers for Disease Control and Prevention has released reports detailing the deaths of infants (younger than 1 year of age) who died after being given cold and cough medications. This underscores the importance of educating parents that children younger than 2 years of age should never be given over-the-counter cold and cough medications without consulting their physicians.

Did you know?

The average adult has about 21 square feet of skin.

Did you know?

Automated pill dispensing systems have alarms to alert patients when the correct dosing time has arrived. Most systems work with many varieties of medications, so patients who are taking a variety of drugs can still be in control of their dose regimen.

Did you know?

Disorders that may affect pharmacodynamics include genetic mutations, malnutrition, thyrotoxicosis, myasthenia gravis, Parkinson's disease, and certain forms of insulin-resistant diabetes mellitus.

For a complete list of videos, visit our video library