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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 4
Suppose that ( X i , Y i ) are i.i.d. with finite fourth moments. Prove that the sample cvariance 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 cvariance is a consistent estimator of the population covariance, that is,     where S XY is defined in Equation (3.24) where S XY is defined in Equation (3.24)
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The sample covariance of X and...

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