st: feasible generalised least square

["Joanne Marshall" <jmarshall1982@hotmail.co.uk>]

Dear Fellow,

Seeing the previous discussion on the FGLS, I was intrigued by them and have 
been going through the literature on it and understood it is widely used. 
Can someone please demonstrate its good points and bad points however. It 
seems like this process is very efficient however I couldnt find any 
downside of this.

Cheers
Jo

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