(f) Consider estimating the system using FGLS but imposing the restriction on that cov[u1, u2] =0 (but permitting cov[u₁, u3] # 0). Why might you want to restrict the form of ? Why might you not want to restrict the form of ? Describe your method for estimating and perform the estimation, reporting a table of the parameter estimates, standard errors, and p-values.
(f) Consider estimating the system using FGLS but imposing the restriction on that cov[u1, u2] =0 (but permitting cov[u₁, u3] # 0). Why might you want to restrict the form of ? Why might you not want to restrict the form of ? Describe your method for estimating and perform the estimation, reporting a table of the parameter estimates, standard errors, and p-values.
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Im looking for guidance on how to perform the estimation in SAS. Which proc should i use and do i need to do anything prior to estimating the model?
![(f) Consider estimating the system using FGLS but imposing the restriction on that
cov[u1, u2] =0 (but permitting cov[u₁, u3] 0). Why might you want to restrict the form of
? Why might you not want to restrict the form of ? Describe your method for estimating
and perform the estimation, reporting a table of the parameter estimates, standard errors,
and p-values.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F9ce17ee7-739c-4e84-bb58-c48dfc141b37%2F3faff00e-e136-4c84-9eb2-4d377077beff%2Fooj3p2m_processed.jpeg&w=3840&q=75)
Transcribed Image Text:(f) Consider estimating the system using FGLS but imposing the restriction on that
cov[u1, u2] =0 (but permitting cov[u₁, u3] 0). Why might you want to restrict the form of
? Why might you not want to restrict the form of ? Describe your method for estimating
and perform the estimation, reporting a table of the parameter estimates, standard errors,
and p-values.
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