System Of Equations, Generalized Linear Model, Linear Regression, Covariance Matrix, Kronecker Product.
error term ϵ_(NYSE:F)t of the capital asset model for Ford is correlated with the the error terms ϵ_(NYSE:X)t and ϵ_(NASDAQ:GFS)t of the capital asset pricing models for U. S. Steel and GlobalFoundries respectively. So the regression equations (4a), (4b), and (4c) aren’t really independent. In