An Alternative Proof That OLS is BLUE

Halbert White, Jin Seo Cho

Research output: Contribution to journalArticlepeer-review

2 Citations (Scopus)

Abstract

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

Original languageEnglish
Pages (from-to)107
Number of pages1
JournalJournal of Econometric Methods
Volume1
Issue number1
DOIs
Publication statusPublished - 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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