Coordinate-Free Approach to Gauss-Markov Estimation

These notes originate from a couple of lectures which were given in the Econometric Workshop of the Center for Operations Research and Econometrics (CORE) at the Catholic University of Louvain. The participants of the seminars were recommended to read the first four chapters of Seber''s book [40], but the exposition of the material went beyond Seber''s exposition, if it seemed necessary. Coordinat...