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The Properties of Least Squares Estimation
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actual assumptions average bias biased Cauchy-Schwarz inequality cent clearly consumption covariance critical value degrees of freedom dependent variable derive econometrician econometrics effect endogenous equal error term error variance estimated parameters estimated value estimated variance example exogenous variables explanatory variables F statistic F test fitted values fixed in repeated forecast formula function Gauss-Markov theorem given Hence heteroskedasticity homoskedastic hypothetical value income independent instrumental variables intercept large samples least squares estimator likelihood function linear restriction linear unbiased estimator measurement error multicollinearity multiple correlation multiple regression normally distributed null hypothesis number of observations obtain OLS estimator optimal plim polynomial predictor problem procedure properties repeated samples residual sum restricted model RSSQ second equation serial correlation single-variable standard error structural equation Substituting sum of squares technique test statistic transformed true parameters true value true variance TSLS TSSQ unbiasedness uncorrelated unemployment unity X1 and X2 zero