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OLS Variances(continued) o Under these 5 assumptions, the OLS variances in the time-series case are the same as in the cross-section case. Also The estimator of o2 is the same ◆ oLS remainS BLue e With the additional assumption of normal errors. inference is the same Economics 20- Prof anderson 10Economics 20 - Prof. Anderson 10 OLS Variances (continued) Under these 5 assumptions, the OLS variances in the time-series case are the same as in the cross-section case. Also, The estimator of s 2 is the same OLS remains BLUE With the additional assumption of normal errors, inference is the same
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