17.10 Let u n be an estimator of the parameter u, where u n might be biased....

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17.10 Let u n be an estimator of the parameter u, where u n might be biased. Show that if E3(u n - u)24 ¡0 as n¡ (that is, the mean squared error of u n tends to zero), then u n ¡ p u. [Hint: Use Equation (17.43) with W = u n - u.4

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Introduction To Econometrics

ISBN: 9781292071367

3rd Global Edition

Authors: James Stock, Mark Watson

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Question Posted: Oct 26, 2024 02:00 AM

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17.10 Let u n be an estimator of the parameter u, where u n might be biased....

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Introduction To Econometrics

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