Consider the estimator , defined in Equation (3.1). Show that (a) E() = fly and (b) var()

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Consider the estimator , defined in Equation (3.1). Show that (a) E() = fly and (b) var() = 125σ2Y/n.

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Introduction to Econometrics

ISBN: 978-0133595420

3rd edition

Authors: James H. Stock, Mark W. Watson

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Question Posted: Apr 29, 2016 03:33 PM

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Consider the estimator , defined in Equation (3.1). Show that (a) E() = fly and (b) var()

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Assume that is an even number T...View the full answer

Introduction to Econometrics

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