
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 3
Suppose that Assumption #4 in Key Concept 17.1 is true, but you construct a 95% confidence interval for 1 using the heteroskedastic-robust standard error in a large sample. Would this confidence interval be valid asymptotically in the sense that it contained the true value of 1 in 95% of all repeated samples for large n Suppose instead that Assumption #4 in Key Concept 17.1 is false, but you construct a 95% confidence interval for 1 using the homoskedasticity-only standard error formula in a large sample. Would this confidence interval be valid asymptotically
التوضيح
If heteroskedastic standard errors are a...
Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
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