(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?
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