Suppose that Assumptions #1 through #5 in Key Concept 18.1 are true, but that Assumption #6 is not. Does the result in Equation (18.31) hold Explain. 11eb9b5b_3f5a_b38f_bf3e_b5ac28cc53b9_SM2686_00 11eb9b5b_3f5a_b390_bf3e_8d88ad3acef3_SM2686_11

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

Edition 3ISBN: 978-9352863501

Edition 3ISBN: 978-9352863501

Exercise 7

Suppose that Assumptions #1 through #5 in Key Concept 18.1 are true, but that Assumption #6 is not. Does the result in Equation (18.31) hold Explain.

Explanation

Verified

The given distribution is This is a Chi...