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Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
النسخة 3الرقم المعياري الدولي: 978-9352863501Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
النسخة 3الرقم المعياري الدولي: 978-9352863501 تمرين 10
Let W be an m × 1 vector with covariance matrix
where
is finite and positive definite. Let c be a nonrandom m × 1 vector, and let
a. Show that var
b. Suppose that c 0 m Show that 0 var(Q) .
where is finite and positive definite. Let c be a nonrandom m × 1 vector, and let a. Show that var
b. Suppose that c 0 m Show that 0 var(Q) .
التوضيح
موثّق
موثّق
a) The variable Q is defined as
Here c...
Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
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