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Consistency o Under the Gauss-Markov assumptionS OLS IS BLUE, but in other cases it wont al ways be possible to find unbiased estimators In those cases, we may settle for estimators that are consistent, meaning as n>o0, the distribution of the estimator collapses to the parameter value Economics 20- Prof andersonEconomics 20 - Prof. Anderson 2 Consistency Under the Gauss-Markov assumptions OLS is BLUE, but in other cases it won’t always be possible to find unbiased estimators In those cases, we may settle for estimators that are consistent, meaning as n → ∞, the distribution of the estimator collapses to the parameter value
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