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1.7. There are three estimators: OLS, GLS, and Feasible GLS it is not quite BLUE-_ is BLUE. is more efficient than OLS GLS bu

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1.7 Option A.

The GLS is more efficient than OLS but it is not quite BLUE. Feasible GLS has BLUE estimates.

1.8 Option a. When comparing GLS with the Feasible GLS, it can be stated that while GLS loses one observation (the earliest observation), Feasible GLS does not lose any observation in the process of computation.

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