The GLS Estimator Is Defined as A $\left(\boldsymbol{X}^{\prime} \boldsymbol{\Omega}^{1} \boldsymbol{X}\right)^{-1}\left(\boldsymbol{X}^{\prime} \Omega^{1} \boldsymbol{Y}\right)$

Short Answer

The GLS estimator is defined as a. $\left(\boldsymbol{X}^{\prime} \boldsymbol{\Omega}^{1} \boldsymbol{X}\right)^{-1}\left(\boldsymbol{X}^{\prime} \Omega^{1} \boldsymbol{Y}\right)$
b. $\left( \boldsymbol { X } ^ { \prime } \boldsymbol { X } \right) ^ { - 1 } \boldsymbol { X } ^ { \prime } \boldsymbol { Y }$ .
c. $A ^ { \prime } Y$ .
d. $\left( \boldsymbol { X } ^ { \prime } \boldsymbol { X } \right) ^ { - 1 } \boldsymbol { X } ^ { \prime } \boldsymbol { U }$ .