The GLS estimator is defined as a.$\left(\boldsymbol{X}^{\prime} \boldsymbol{\Omega}^{1} \boldsymbol{X}\right)^{-1}\left(\boldsymbol{X}^{\prime} \Omega^{1} \boldsymbol{Y}\right)$
b. $\left( \boldsymbol { X } ^ { \prime } \boldsymbol { X } \right) ^ { - 1 } \boldsymbol { X } ^ { \prime } \boldsymbol { Y }$.
c. $A ^ { \prime } Y$.
d. $\left( \boldsymbol { X } ^ { \prime } \boldsymbol { X } \right) ^ { - 1 } \boldsymbol { X } ^ { \prime } \boldsymbol { U }$.

Question

The GLS estimator is defined as a.$\left(\boldsymbol{X}^{\prime} \boldsymbol{\Omega}^{1} \boldsymbol{X}\right)^{-1}\left(\boldsymbol{X}^{\prime} \Omega^{1} \boldsymbol{Y}\right)$ 
b. $\left( \boldsymbol { X } ^ { \prime } \boldsymbol { X } \right) ^ { - 1 } \boldsymbol { X } ^ { \prime } \boldsymbol { Y }$.
c. $A ^ { \prime } Y$.
d. $\left( \boldsymbol { X } ^ { \prime } \boldsymbol { X } \right) ^ { - 1 } \boldsymbol { X } ^ { \prime } \boldsymbol { U }$.

Quizplus · Accepted Answer

The Answer of The GLS estimator is defined as a.$\left(\boldsymbol{X}^{\prime} \boldsymbol{\Omega}^{1} \boldsymbol{X}\right)^{-1}\left(\boldsymbol{X}^{\prime} \Omega^{1} \boldsymbol{Y}\right)$ 
b. $\left( \boldsymbol { X } ^ { \prime } \boldsymbol { X } \right) ^ { - 1 } \boldsymbol { X } ^ { \prime } \boldsymbol { Y }$.
c. $A ^ { \prime } Y$.
d. $\left( \boldsymbol { X } ^ { \prime } \boldsymbol { X } \right) ^ { - 1 } \boldsymbol { X } ^ { \prime } \boldsymbol { U }$.

The GLS Estimator Is Defined as A (X′Ω1X)−1(X′Ω1Y)\left(\boldsymbol{X}^{\prime} \boldsymbol{\Omega}^{1} \boldsymbol{X}\right)^{-1}\left(\boldsymbol{X}^{\prime} \Omega^{1} \boldsymbol{Y}\right)(X′Ω1X)−1(X′Ω1Y)

The GLS Estimator Is Defined as A $\left(\boldsymbol{X}^{\prime} \boldsymbol{\Omega}^{1} \boldsymbol{X}\right)^{-1}\left(\boldsymbol{X}^{\prime} \Omega^{1} \boldsymbol{Y}\right)$