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Unformatted text preview: (2) State a version of the Gauss-Markov Theorem which incorporates the error structure var p i q 2 i . What estimator allows for such an error structure? (3) Why in practice can we never actually obtain this estimator? (4) Discuss an alternative estimator which we can estimate in practice. Why is this estimator not BLUE? (5) Why might you pursue an estimator which is not BLUE? Discuss both the positives and negatives of using such an estimator. email@example.com http://www.econ.umn.edu/ ~ will3324 Page 1 of 1...
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- Spring '08