
Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
النسخة 3الرقم المعياري الدولي: 978-9352863501
Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
النسخة 3الرقم المعياري الدولي: 978-9352863501 تمرين 13
Consider the model in Exercise 15.7 with
a. Is the OLS estimator of 1 consistent Explain..
b. Explain why the GLS estimator of 1 is not consistent..
c. Show that the infeasible GLS estimator

a. Is the OLS estimator of 1 consistent Explain..
b. Explain why the GLS estimator of 1 is not consistent..
c. Show that the infeasible GLS estimator
التوضيح
a) The regression model is given as
No...
Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
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