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Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
Edition 3ISBN: 978-9352863501Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
Edition 3ISBN: 978-9352863501 Exercise 14
Prove Equation (17.16) under Assumptions #1 and #2 of Key Concept 17.1 plus the assumption that X i and u i have eight moments.
Explanation
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Verified
The given assumptions are conditional me...
Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
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