Question: 19.4 When is the GLS estimator more efficient than the OLS estimator within the class of linear conditionally unbiased estimators?

19.4 When is the GLS estimator more efficient than the OLS estimator within the class of linear conditionally unbiased estimators?

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18.4 When is the GLS estimator more efficient than the OLS estimator within the class of linear conditionally unbiased estimators?

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