The GLS Assumptions Include All of the Following, with the Exception

question 36

Short Answer

The GLS assumptions include all of the following, with the exception of a. the $\boldsymbol { X } _ { i }$ are fixed in repeated samples.
b. $X _ { i }$ and $u _ { i }$ have nonzero finite fourth moments.
c. $E \left( \boldsymbol { U } \boldsymbol { U } ^ { \prime } \mid \boldsymbol { X } \right) = \boldsymbol { \Omega } ( \boldsymbol { X } )$ , where $\boldsymbol { \Omega } ( \boldsymbol { X } )$ is $n \times n$ matrix-valued that can depend on $\boldsymbol { X }$ .
d. $E ( \boldsymbol { U } \mid \boldsymbol { X } ) = \mathbf { 0 } _ { n }$ .

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