Variance-Covariance Matrix:

Variance-Covariance Matrix:

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Variance-Covariance Matrix:

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Variance-Covariance are the symmetric matric in which elements in the main diagonal is variance matric and elements off diagonal is covariance matrix. The commonly variance-covariance matrix are: 1) variance-covariance matrix of the random term. 2) variance-covariance matrix of the disturbance term. 3) variance-covariance matrix of the estimated coefficient bites.