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book Introduction to Econometrics 3rd Edition by James Stock, Mark Watson cover

Introduction to Econometrics 3rd Edition by James Stock, Mark Watson

النسخة 3الرقم المعياري الدولي: 978-9352863501
book Introduction to Econometrics 3rd Edition by James Stock, Mark Watson cover

Introduction to Econometrics 3rd Edition by James Stock, Mark Watson

النسخة 3الرقم المعياري الدولي: 978-9352863501
تمرين 14
Suppose that (X i Y i ) are i.i.d. with finite fourth moments. Prove that the sample covariance is a consistent estimator of the population covariance, that is,
Suppose that (X i Y i ) are i.i.d. with finite fourth moments. Prove that the sample covariance is a consistent estimator of the population covariance, that is,     ,where s X y is defined in Equation (3.24). ,where s X y is defined in Equation (3.24).
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Given that
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Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
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