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Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
Edition 3ISBN: 978-9352863501Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
Edition 3ISBN: 978-9352863501 Exercise 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,
where S XY is defined in Equation (3.24)
where S XY is defined in Equation (3.24)Explanation
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The sample covariance of X and...
Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
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