Now, assume only finite second moments of x; E[x2i ] is finite. Is this sufficient to establish

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Now, assume only finite second moments of x; E[x2i ] is finite. Is this sufficient to establish consistency of b? E [|xy|] ≤ {E[x2]} 1/2{E [y2]}1/2will be helpful.) Is this assumption sufficient to establish asymptotic normality?

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Econometric Analysis

ISBN: 978-0130661890

5th Edition

Authors: William H. Greene

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Question Posted: Nov 11, 2010 02:51 AM

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Now, assume only finite second moments of x; E[x2i ] is finite. Is this sufficient to establish

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