SURE estimator - same independent variables - part 1

[@godluc]

Hi Ben, i think that in this video as well the dimension of X should be TP and the big matrix NTxNP

[@bouguenadrien1278]

I found that as well. P is the number of explanatory variables right? So each X bar should be composed of the number of time period in row and the number of explanatory in column. Someone can confirm?

[@bouguenadrien1278]

+Bouguen Adrien And then the beta vector should be NPx1 right?