6.13 Let the regressor function of Theorem 6.14 have trend (i) or (ii) in Example 6.20. Then,...

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6.13 Let the regressor function of Theorem 6.14 have trend (i) or (ii) in Example 6.20. Then, show that ˆ βLS is asymptotically efficient.

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Optimal Statistical Inference In Financial Engineering

ISBN: 9781584885917

1st Edition

Authors: Masanobu Taniguchi, Junichi Hirukawa, Kenichiro Tamaki

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Question Posted: Oct 26, 2024 07:01 AM

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6.13 Let the regressor function of Theorem 6.14 have trend (i) or (ii) in Example 6.20. Then, show that LS is asymptotically efficient.
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6.13 Let the regressor function of Theorem 6.14 have trend (i) or (ii) in Example 6.20. Then,...

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Optimal Statistical Inference In Financial Engineering

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