Which of the following is an example of FGLS estimation?
A)Dickey-Fuller estimation
B)Vector error correction estimation
C)Prais-Winsten estimation
D)OLS estimation.

Question

Quizplus · Accepted Answer

Prais-Winsten estimation is an example of Feasible Generalized Least Squares (FGLS) estimation as it accounts for autocorrelation in the errors of the regression model. The other options (Dickey-Fuller estimation, Vector error correction estimation, OLS estimation) do not involve FGLS estimation.

Which of the Following Is an Example of FGLS Estimation