Member since March 15, 2021

foxglove

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foxglove
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Econometrics
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GLS and OLS
Mon 15 Mar, 2021 11:19 pm - Does GLS transformation can introduce colinearity even if the OLS regression is not colinear? When estimating a regression by OLS then GLS, I observed an increase in Rsquared from .695 to .95.... (view)
 
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