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Introduction to Econometrics 3rd Edition by James Stock, James Stock
Edition 3ISBN: 978-9352863501Introduction to Econometrics 3rd Edition by James Stock, James Stock
Edition 3ISBN: 978-9352863501 Exercise 10
Suppose that (X i Y i ) are i.i.d. with finite fourth moments. Prove that the sample covariance is a consistent estimator of the population covariance, that is, 
,where s X y is defined in Equation (3.24).
,where s X y is defined in Equation (3.24).Explanation
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Given that 
are i.i.d. with finite 4 th ...
Introduction to Econometrics 3rd Edition by James Stock, James Stock
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