Post on 31-Dec-2015
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AAE637Topics for Feb. 20, 2007
Hypothesis testing under the GLS ModelThe F-Statistic under GLSTest statistic with linear hypothesis
and J =1 (e.g., a single linear combination of estimated coefficients)
Introduction to Feasible GLSGeneral estimation procedure
Overview of HeteroscedasticitySimple Specification with 1 additional
parameterAustralian wheat supply example