17.4 Show the following results: a. Show that 2n(b n 1 - b1) d N(0, a2), where...
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17.4 Show the following results:
a. Show that 2n(b n
1 - b1) ¡d N(0, a2), where a2 is a constant, implies that b n
1 is consistent. (Hint: Use Slutsky’s theorem.)
b. Show that su 2 >su 2
¡ p 1 implies that su>su ¡ p 1.
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Related Book For
Introduction To Econometrics
ISBN: 9781292071367
3rd Global Edition
Authors: James Stock, Mark Watson
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