Asymptotic normality and consistency of a two-stage generalized least squares estimator in the growth curve model

Jianhua Hu, Guohua Yan

Let $\mathbf{Y}=\mathbf{X}\boldsΘ\mathbf{Z}'+\bolds{\mathcal {E}}$ be the growth curve model with $\bolds{\mathcal{E}}$ distributed with mean $0$ and covariance $\mathbf{I…