X and Z are two jointly distributed random variables. Suppose you know the value of Z , but not the value of X. Let 11eb9b5b_3d14_1eb7_bf3e_ff05c2fa1307_SM2686_11 denote a guess of the value of X using the information on Z , and let 11eb9b5b_3d14_45c8_bf3e_3fbbb3162c7d_SM2686_11 denote the error associated with this guess. a. Show that E ( W ) = 0. b. Show that E ( WZ ) = 0. c. Let 11eb9b5b_3d14_45c9_bf3e_459a5b2deb73_SM2686_11 denote another guess of X using Z, and 11eb9b5b_3d14_45ca_bf3e_05869375db79_SM2686_11 denote its error. Show that 11eb9b5b_3d14_6cdb_bf3e_6931984fd808_SM2686_11 .

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

النسخة 3الرقم المعياري الدولي: 978-9352863501

النسخة 3الرقم المعياري الدولي: 978-9352863501

تمرين 18

X and Z are two jointly distributed random variables. Suppose you know the value of Z , but not the value of X. Let

denote a guess of the value of X using the information on Z , and let

denote the error associated with this guess.
a. Show that E ( W ) = 0.
b. Show that E ( WZ ) = 0.
c. Let

denote another guess of X using Z, and

denote its error. Show that

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It is told that:
• and are two jointly...