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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 8
Show the following results:
a. Show that
, where a 2 is a constant, implies that is
consistent.
b. Show that
implies that
.
a. Show that
, where a 2 is a constant, implies that is consistent.b. Show that
implies that .Explanation
Verified
Verified
a. Suppose that
has a normal distribu...
Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
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