Prove that under the extended least squares assumptions the OLS estimator is unbiased and that its variance-covariance matrix is (X'X)-1.

Name: Prove that under the extended least squares assumptions the OLS estimator is unbiased and that its variance-covariance matrix is (X'X)-1.
Brand: Quizplus
Rating: 4.9 (34 reviews)

Question

Prove that under the extended least squares assumptions the OLS estimator  is unbiased and that its variance-covariance matrix is  (X'X)-1.

Quizplus · Accepted Answer

The Answer of Prove that under the extended least squares assumptions the OLS estimator  is unbiased and that its variance-covariance matrix is  (X'X)-1.

Prove That Under the Extended Least Squares Assumptions the OLS