An Alternative Proof That OLS is BLUE

Halbert White and Jin Seo Cho ()

Journal of Econometric Methods, 2012, vol. 1, issue 1, 107-107

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

Keywords: efficiency; Gauss-Markov; OLS estimator. (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1515/2156-6674.1034

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