请教一道计量经济学问题。谢谢大家给出指点

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Suppose that the true data-generating process for y is given by:

y=x1β1+x2β2+ε; ε～N(0, σ2,I) the regressors are non-random, and Lim(1/NX’X)=Q=(Q11 Q12)

                                                                                                                                    (Q’12 Q22)

Finite, positive definite.

a)       If the model that we fit to the data by OLS is: Y=x1β1+u, prove that the OLSestimator of β1 is inconsisten. What is your(implicit) estimator of β2? is it consistent?

b)       Now, suppose that the model that we fit by OLS is: y= x1β1+Wδ+ν,

Where the columns of W are totally different from those of X2. Prove that the OLS estimators ofβ1 andβ2 are biased. Can you conjecture, without any proof or derivation, what other properties these estimators will have?

那个Q11,Q12哪儿是个矩阵，不知道怎么打，谢谢大家给予帮助，急用。

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：计量经济学 经济学问题 计量经济 经济学 Estimators 请教 计量经济学 指点