Webinar | Master Econometrics 2018 | University of Amsterdam

[@williamcinemat7362]

i was doing some revision and i encountered the question :econometric Q: Suppose we have n observations on the model Y=XB+U,where E(U)=0 and cov(u)=V n*n, V-completely known positive definite. suppose X n+1 is a new observation on an exogenous variables of the model,predict the corresponding Y n+1, the value of the endogenous variables? can you help me out?