3.11 Consider the estimator Y, defined in Equation (3.1). Show that (a) E(Y) = mY and (b)...

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3.11 Consider the estimator Y, defined in Equation (3.1). Show that

(a) E(Y) = mY and

(b) var(Y) = 1.25s2 Y>n.

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Introduction To Econometrics

ISBN: 9781292071367

3rd Global Edition

Authors: James Stock, Mark Watson

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