An Alternative Proof That OLS is BLUE

Halbert White; Jin Seo Cho

doi:10.1515/2156-6674.1034

An Alternative Proof That OLS is BLUE

Halbert White, Jin Seo Cho

Department of Economics

Research output: Contribution to journal › Article › peer-review

Abstract

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

Original language	English
Pages (from-to)	107
Number of pages	1
Journal	Journal of Econometric Methods
Volume	1
Issue number	1
DOIs	https://doi.org/10.1515/2156-6674.1034
Publication status	Published - 2012

Bibliographical note

Publisher Copyright:
© 2012 Walter de Gruyter GmbH & Co. KG, Berlin/Boston 2012.

All Science Journal Classification (ASJC) codes

Statistics and Probability
Economics and Econometrics
Applied Mathematics

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10.1515/2156-6674.1034

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abstract = "We provide an altrnative proof that the Ordinary Least Squares estimator is the (conditionally) best linear unbiased estimator.",

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An Alternative Proof That OLS is BLUE

Abstract

Bibliographical note

All Science Journal Classification (ASJC) codes

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